+75.2%
STRL vs AWK
+1.1%
+74.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.2% | +3.5% | +3.0% |
| 7D | +10.1% | +2.2% | +7.9% | +12.7% |
| 30D | -8.2% | +4.4% | -12.6% | -3.2% |
| 3M | -43.7% | +15.4% | -59.1% | -33.9% |
| 6M | +27.1% | +3.5% | +23.6% | +41.4% |
| YTD | +64.0% | +9.8% | +54.2% | +89.1% |
| 1Y | +75.2% | +3.0% | +72.2% | +94.8% |
| All | +75.2% | +1.1% | +74.1% | +94.8% |
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