+26.7%
AWK vs STZ
-37.2%
+63.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -1.0% |
| 7D | +4.1% | +4.9% | -0.8% | +3.0% |
| 30D | +18.0% | +20.9% | -2.9% | +13.3% |
| 3M | +12.2% | +8.0% | +4.2% | +10.2% |
| 6M | +21.2% | -5.3% | +26.5% | +21.9% |
| YTD | +17.6% | +5.9% | +11.6% | +14.1% |
| 1Y | +19.2% | +14.2% | +5.0% | +13.3% |
| 3Y | +26.7% | -37.0% | +63.7% | +37.4% |
| All | +26.7% | -37.2% | +63.9% | +37.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling