+154.7%
AWK vs STZ
+12.8%
+141.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.2% |
| 7D | 0.0% | -0.9% | +1.0% | +0.3% |
| 30D | +15.5% | +14.9% | +0.6% | +10.7% |
| 3M | +10.0% | +8.4% | +1.6% | +7.0% |
| 6M | +20.4% | +2.8% | +17.6% | +18.8% |
| YTD | +17.1% | +7.5% | +9.5% | +12.6% |
| 1Y | +18.3% | +12.5% | +5.7% | +11.9% |
| 3Y | +30.4% | -35.4% | +65.8% | +45.5% |
| 5Y | -2.7% | -29.3% | +26.6% | +4.9% |
| 10Y | +154.7% | +11.8% | +142.9% | +126.0% |
| All | +154.7% | +12.8% | +141.9% | +126.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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