-17.2%
AWK vs STZ
-36.5%
+19.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.6% | +5.4% | +1.4% |
| 7D | +2.2% | -7.4% | +9.6% | +4.4% |
| 30D | +4.4% | -10.9% | +15.3% | +7.8% |
| 3M | +15.4% | -13.4% | +28.8% | +19.9% |
| 6M | +3.5% | -16.2% | +19.7% | +8.1% |
| YTD | +9.8% | -10.4% | +20.2% | +11.2% |
| 1Y | +3.0% | -14.8% | +17.8% | +5.7% |
| 3Y | +9.7% | -50.1% | +59.8% | +35.3% |
| 5Y | -17.2% | -38.8% | +21.6% | -6.0% |
| All | -17.2% | -36.5% | +19.4% | -6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling