+911.4%
AWK vs STLA
+263.8%
+647.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.2% |
| 7D | +1.7% | +2.6% | -0.8% | +1.6% |
| 30D | +5.6% | -1.2% | +6.8% | +5.6% |
| 3M | +15.9% | -24.8% | +40.6% | +17.8% |
| 6M | +4.6% | -25.6% | +30.1% | +6.2% |
| YTD | +10.1% | -48.9% | +59.0% | +14.3% |
| 1Y | +2.1% | -38.8% | +40.9% | +4.4% |
| 3Y | +9.8% | -64.5% | +74.4% | +15.7% |
| 5Y | -15.4% | -62.4% | +47.1% | -12.2% |
| 10Y | +129.4% | +55.4% | +74.0% | +115.4% |
| All | +911.4% | +263.8% | +647.6% | +830.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling