+3,988.2%
STRL vs AWK
+146.2%
+3,842.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | -0.7% | +15.7% | +15.0% |
| 7D | -13.3% | +1.2% | -14.6% | -13.5% |
| 30D | -43.3% | +15.8% | -59.1% | -44.4% |
| 3M | -46.9% | +11.0% | -57.9% | -47.7% |
| 6M | -65.6% | +21.0% | -86.6% | -66.8% |
| YTD | -5.1% | +16.7% | -21.8% | -8.1% |
| 1Y | -23.1% | +17.2% | -40.2% | -25.8% |
| 3Y | +346.8% | +29.2% | +317.7% | +299.6% |
| 5Y | +907.2% | -2.3% | +909.5% | +886.4% |
| 10Y | +3,988.2% | +150.5% | +3,837.6% | +2,984.7% |
| All | +3,988.2% | +146.2% | +3,842.0% | +2,984.7% |
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