+150.5%
AWK vs STLD
+779.4%
-628.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -0.8% |
| 7D | +1.2% | -9.7% | +10.9% | +1.7% |
| 30D | +15.8% | -4.5% | +20.3% | +16.0% |
| 3M | +11.0% | -13.1% | +24.1% | +11.6% |
| 6M | +21.0% | -2.8% | +23.7% | +20.8% |
| YTD | +16.7% | +35.3% | -18.6% | +14.2% |
| 1Y | +17.2% | +51.4% | -34.2% | +13.8% |
| 3Y | +29.2% | +117.9% | -88.8% | +20.8% |
| 5Y | -2.3% | +272.6% | -274.9% | -13.6% |
| 10Y | +150.5% | +782.2% | -631.6% | +102.3% |
| All | +150.5% | +779.4% | -628.8% | +102.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 10y: compounded portfolio wealth divided by compounded STLD 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…
10y analysis · Full analysis span regression · 6 months rolling