+94.5%
STM vs AWK
+18.3%
+76.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +3.1% |
| 7D | +1.4% | 0.0% | +1.4% | +1.7% |
| 30D | -8.4% | +15.5% | -23.9% | +2.3% |
| 3M | -15.8% | +10.0% | -25.8% | -8.8% |
| 6M | -22.8% | +20.4% | -43.2% | -11.5% |
| YTD | +79.4% | +17.1% | +62.3% | +107.7% |
| All | +94.5% | +18.3% | +76.2% | +124.5% |
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