+9.9%
AWK vs STZ
-47.2%
+57.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | +1.7% | -1.9% | +3.7% | +2.2% |
| 30D | +5.6% | -1.9% | +7.5% | +6.0% |
| 3M | +15.9% | -6.2% | +22.1% | +17.4% |
| 6M | +4.6% | -14.0% | +18.6% | +7.6% |
| YTD | +10.1% | -5.1% | +15.2% | +9.4% |
| 1Y | +2.1% | -9.6% | +11.7% | +2.6% |
| All | +9.9% | -47.2% | +57.2% | +29.8% |
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