+1,042.6%
AWK vs STLD
+827.8%
+214.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.4% |
| 7D | +4.1% | -11.1% | +15.2% | +5.3% |
| 30D | +18.0% | -4.8% | +22.8% | +18.4% |
| 3M | +12.2% | -14.6% | +26.8% | +13.7% |
| 6M | +21.2% | -7.4% | +28.6% | +21.6% |
| YTD | +17.6% | +32.6% | -15.0% | +13.1% |
| 1Y | +19.2% | +47.3% | -28.1% | +13.4% |
| 3Y | +26.7% | +107.5% | -80.8% | +14.1% |
| 5Y | -1.3% | +268.8% | -270.2% | -18.5% |
| 10Y | +159.7% | +883.3% | -723.7% | +79.7% |
| All | +1,042.6% | +827.8% | +214.8% | +550.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling