+20.1%
AWK vs STZ
+0.3%
+19.7%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.2% | -1.5% |
| 7D | +1.2% | +3.4% | -2.2% | +0.1% |
| 30D | +15.8% | +19.6% | -3.8% | +9.8% |
| 3M | +11.0% | +8.0% | +3.0% | +8.1% |
| All | +20.1% | +0.3% | +19.7% | +17.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling