+154.7%
AWK vs STLD
+802.0%
-647.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.5% |
| 7D | 0.0% | -0.5% | +0.5% | 0.0% |
| 30D | +15.5% | -0.1% | +15.6% | +15.5% |
| 3M | +10.0% | -9.2% | +19.1% | +10.4% |
| 6M | +20.4% | +1.8% | +18.7% | +20.0% |
| YTD | +17.1% | +42.1% | -25.1% | +14.2% |
| 1Y | +18.3% | +58.5% | -40.3% | +14.6% |
| 3Y | +30.4% | +128.2% | -97.8% | +21.6% |
| 5Y | -2.7% | +288.2% | -290.9% | -14.2% |
| 10Y | +154.7% | +799.8% | -645.1% | +100.3% |
| All | +154.7% | +802.0% | -647.3% | +100.3% |
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