+505.8%
STM vs AWK
+1,042.6%
-536.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.4% | +5.8% | +5.0% |
| 7D | -10.7% | +4.1% | -14.8% | -12.4% |
| 30D | -25.7% | +18.0% | -43.7% | -31.0% |
| 3M | -21.6% | +12.2% | -33.8% | -25.8% |
| 6M | -27.8% | +21.2% | -49.0% | -34.8% |
| YTD | +61.8% | +17.6% | +44.2% | +46.7% |
| 1Y | +78.1% | +19.2% | +58.9% | +60.3% |
| 3Y | +4.9% | +26.7% | -21.8% | -12.1% |
| 5Y | -14.3% | -1.3% | -12.9% | -19.4% |
| 10Y | +414.1% | +159.7% | +254.4% | +178.4% |
| All | +505.8% | +1,042.6% | -536.8% | +21.5% |
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 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