-25.9%
STRL vs AWK
+20.7%
-46.5%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +2.2% | -23.6% | -18.6% |
| 7D | -27.1% | +7.0% | -34.1% | -19.8% |
| 30D | -45.8% | +17.0% | -62.8% | -33.2% |
| 3M | -47.6% | +12.4% | -60.0% | -38.1% |
| 6M | -46.4% | +19.6% | -66.0% | -30.7% |
| YTD | -7.4% | +17.0% | -24.4% | +19.2% |
| 1Y | -25.9% | +20.0% | -45.9% | -3.0% |
| All | -25.9% | +20.7% | -46.5% | -3.0% |
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