+7,178.3%
STRL vs AWK
+126.2%
+7,052.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.2% | +3.5% | +3.3% |
| 7D | +10.1% | +2.2% | +7.9% | +9.8% |
| 30D | -8.2% | +4.4% | -12.6% | -8.8% |
| 3M | -43.7% | +15.4% | -59.1% | -45.2% |
| 6M | +27.1% | +3.5% | +23.6% | +25.8% |
| YTD | +64.0% | +9.8% | +54.2% | +60.0% |
| 1Y | +75.2% | +3.0% | +72.2% | +72.7% |
| 3Y | +539.9% | +9.7% | +530.3% | +499.3% |
| 5Y | +2,133.0% | -17.2% | +2,150.1% | +2,190.6% |
| 10Y | +7,178.3% | +126.1% | +7,052.2% | +5,601.7% |
| All | +7,178.3% | +126.2% | +7,052.1% | +5,601.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling