+99.6%
STM vs AWK
+1.8%
+97.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.8% |
| 7D | +5.8% | +1.7% | +4.1% | +6.8% |
| 30D | -1.0% | +5.6% | -6.6% | +2.2% |
| 3M | -33.3% | +15.9% | -49.1% | -28.2% |
| 6M | +57.4% | +4.6% | +52.8% | +64.8% |
| YTD | +102.2% | +10.1% | +92.1% | +116.1% |
| 1Y | +99.6% | +2.1% | +97.5% | +111.0% |
| All | +99.6% | +1.8% | +97.8% | +111.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 1y: compounded portfolio wealth divided by compounded AWK 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…
1y analysis · Full analysis span regression · 6 months rolling