-17.2%
AWK vs STLA
-62.5%
+45.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.8% | 0.0% |
| 7D | +2.2% | +0.7% | +1.4% | +2.1% |
| 30D | +4.4% | -2.4% | +6.8% | +4.5% |
| 3M | +15.4% | -23.9% | +39.2% | +17.1% |
| 6M | +3.5% | -24.6% | +28.1% | +5.0% |
| YTD | +9.8% | -50.5% | +60.3% | +14.3% |
| 1Y | +3.0% | -39.8% | +42.8% | +5.3% |
| 3Y | +9.7% | -65.6% | +75.3% | +18.1% |
| 5Y | -17.2% | -62.1% | +44.9% | -17.7% |
| All | -17.2% | -62.5% | +45.4% | -17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling