+31.0%
AWK vs STLD
+124.8%
-93.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.8% | -3.0% | +1.1% |
| 7D | +2.7% | -4.7% | +7.4% | +2.3% |
| 30D | +16.7% | -0.9% | +17.6% | +16.6% |
| 3M | +11.7% | -11.9% | +23.6% | +10.7% |
| 6M | +21.9% | +0.9% | +21.0% | +22.4% |
| YTD | +17.6% | +40.4% | -22.8% | +21.6% |
| 1Y | +19.8% | +56.6% | -36.8% | +25.0% |
| 3Y | +31.0% | +125.5% | -94.5% | +33.8% |
| All | +31.0% | +124.8% | -93.8% | +33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling