+465.1%
STM vs AWK
+157.1%
+308.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.2% |
| 7D | +12.0% | +0.1% | +11.9% | +11.9% |
| 30D | -0.4% | +14.3% | -14.6% | -4.3% |
| 3M | -13.2% | +10.3% | -23.5% | -16.0% |
| 6M | -26.1% | +18.9% | -45.0% | -30.6% |
| YTD | +81.2% | +17.7% | +63.5% | +69.2% |
| 1Y | +98.3% | +16.9% | +81.5% | +85.6% |
| 3Y | +16.7% | +32.2% | -15.5% | -0.1% |
| 5Y | -4.8% | -2.2% | -2.7% | -8.2% |
| All | +465.1% | +157.1% | +308.0% | +383.6% |
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