+422.5%
STM vs AWK
+146.2%
+276.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.7% | +7.5% | +6.9% |
| 7D | -5.6% | +1.2% | -6.8% | -6.0% |
| 30D | -14.4% | +15.8% | -30.2% | -18.2% |
| 3M | -20.5% | +11.0% | -31.5% | -23.2% |
| 6M | -24.5% | +21.0% | -45.5% | -29.6% |
| YTD | +72.7% | +16.7% | +56.0% | +61.6% |
| 1Y | +91.0% | +17.2% | +73.9% | +78.4% |
| 3Y | +13.5% | +29.2% | -15.7% | -2.0% |
| 5Y | -9.2% | -2.3% | -6.9% | -12.5% |
| 10Y | +422.5% | +150.5% | +272.0% | +339.1% |
| All | +422.5% | +146.2% | +276.3% | +339.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling