+1,034.4%
AWK vs STZ
+856.6%
+177.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.2% | -1.3% |
| 7D | +1.2% | +3.4% | -2.2% | +0.3% |
| 30D | +15.8% | +19.6% | -3.8% | +10.8% |
| 3M | +11.0% | +8.0% | +3.0% | +8.7% |
| 6M | +21.0% | -0.3% | +21.2% | +20.5% |
| YTD | +16.7% | +8.6% | +8.1% | +13.1% |
| 1Y | +17.2% | +17.3% | -0.2% | +11.3% |
| 3Y | +29.2% | -34.7% | +63.9% | +40.2% |
| 5Y | -2.3% | -27.6% | +25.3% | +3.1% |
| 10Y | +150.5% | +11.8% | +138.8% | +132.2% |
| All | +1,034.4% | +856.6% | +177.9% | +500.0% |
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 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