+969.7%
AWK vs STZ
+736.0%
+233.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +17.5% |
| 6M | +4.6% | -14.0% | +18.6% | +7.9% |
| YTD | +10.1% | -5.1% | +15.2% | +10.4% |
| 1Y | +2.1% | -9.6% | +11.7% | +3.4% |
| 3Y | +9.8% | -47.2% | +57.1% | +25.8% |
| 5Y | -15.4% | -33.6% | +18.2% | -8.6% |
| 10Y | +129.4% | -9.8% | +139.2% | +123.3% |
| All | +969.7% | +736.0% | +233.7% | +485.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling