+9.7%
AWK vs STLA
-65.4%
+75.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.8% | -0.2% |
| 7D | +2.2% | +0.7% | +1.4% | +2.2% |
| 30D | +4.4% | -2.4% | +6.8% | +4.4% |
| 3M | +15.4% | -23.9% | +39.2% | +15.7% |
| 6M | +3.5% | -24.6% | +28.1% | +3.8% |
| YTD | +9.8% | -50.5% | +60.3% | +10.9% |
| 1Y | +3.0% | -39.8% | +42.8% | +3.6% |
| 3Y | +9.7% | -65.6% | +75.3% | +9.5% |
| All | +9.7% | -65.4% | +75.0% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded STLA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling