+657.6%
STM vs AWK
+126.2%
+531.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | +5.2% | +2.2% | +3.0% | +4.6% |
| 30D | -7.4% | +4.4% | -11.8% | -8.7% |
| 3M | -30.6% | +15.4% | -46.0% | -34.2% |
| 6M | +66.4% | +3.5% | +62.9% | +63.0% |
| YTD | +101.1% | +9.8% | +91.3% | +92.2% |
| 1Y | +97.4% | +3.0% | +94.4% | +92.4% |
| 3Y | +21.1% | +9.7% | +11.5% | +11.6% |
| 5Y | +22.5% | -17.2% | +39.6% | +25.6% |
| 10Y | +657.6% | +126.1% | +531.5% | +513.9% |
| All | +657.6% | +126.2% | +531.4% | +513.9% |
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