+657.2%
STM vs AWK
+969.7%
-312.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +5.8% | +1.7% | +4.1% | +5.1% |
| 30D | -1.0% | +5.6% | -6.6% | -3.4% |
| 3M | -33.3% | +15.9% | -49.1% | -38.1% |
| 6M | +57.4% | +4.6% | +52.8% | +51.9% |
| YTD | +102.2% | +10.1% | +92.1% | +89.7% |
| 1Y | +99.6% | +2.1% | +97.5% | +92.9% |
| 3Y | +14.5% | +9.8% | +4.7% | +3.1% |
| 5Y | +21.4% | -15.4% | +36.7% | +23.0% |
| 10Y | +695.0% | +129.4% | +565.6% | +360.1% |
| All | +657.2% | +969.7% | -312.5% | +57.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling