+26.7%
AWK vs STT
+165.4%
-138.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | +4.1% | -2.5% | +6.6% | +4.1% |
| 30D | +18.0% | -5.0% | +22.9% | +18.1% |
| 3M | +12.2% | -10.5% | +22.7% | +12.4% |
| 6M | +21.2% | +10.0% | +11.2% | +20.5% |
| YTD | +17.6% | +30.7% | -13.1% | +15.5% |
| 1Y | +19.2% | +43.8% | -24.5% | +16.0% |
| 3Y | +26.7% | +168.1% | -141.3% | -3.5% |
| All | +26.7% | +165.4% | -138.6% | -3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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