-15.7%
STM vs AWK
-1.1%
-14.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.4% | +5.8% | +4.6% |
| 7D | -10.7% | +4.1% | -14.8% | -11.2% |
| 30D | -25.7% | +18.0% | -43.7% | -27.5% |
| 3M | -21.6% | +12.2% | -33.8% | -22.9% |
| 6M | -27.8% | +21.2% | -49.0% | -30.6% |
| YTD | +61.8% | +17.6% | +44.2% | +55.8% |
| 1Y | +78.1% | +19.2% | +58.9% | +70.7% |
| 3Y | +4.9% | +26.7% | -21.8% | -7.4% |
| All | -15.7% | -1.1% | -14.7% | -20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling