-4.1%
AWK vs STLD
+288.2%
-292.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.4% |
| 7D | -3.2% | +6.9% | -10.0% | -3.3% |
| 30D | +13.5% | -1.5% | +14.9% | +13.5% |
| 3M | +9.4% | -9.7% | +19.1% | +9.6% |
| 6M | +16.4% | +2.3% | +14.1% | +16.1% |
| YTD | +15.4% | +41.0% | -25.6% | +13.5% |
| 1Y | +16.8% | +51.8% | -35.0% | +14.4% |
| 3Y | +28.6% | +126.4% | -97.9% | +19.8% |
| 5Y | -4.1% | +285.7% | -289.8% | -18.2% |
| All | -4.1% | +288.2% | -292.3% | -18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling