+16.9%
AWK vs STZ
+15.6%
+1.3%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.2% |
| 7D | +0.1% | +2.6% | -2.4% | -0.3% |
| 30D | +14.3% | +15.2% | -0.9% | +11.7% |
| 3M | +10.3% | +7.6% | +2.6% | +8.5% |
| 6M | +18.9% | +5.3% | +13.7% | +17.0% |
| YTD | +17.7% | +8.6% | +9.1% | +11.5% |
| 1Y | +16.9% | +15.6% | +1.3% | +5.6% |
| All | +16.9% | +15.6% | +1.3% | +5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling