+515.0%
STRL vs AWK
+10.9%
+504.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.1% | +5.9% | +5.7% |
| 7D | +3.4% | +1.7% | +1.7% | +4.4% |
| 30D | -9.2% | +5.6% | -14.8% | -6.3% |
| 3M | -51.0% | +15.9% | -66.9% | -46.7% |
| 6M | +15.8% | +4.6% | +11.2% | +22.2% |
| YTD | +58.9% | +10.1% | +48.8% | +71.0% |
| 1Y | +68.5% | +2.1% | +66.4% | +78.2% |
| All | +515.0% | +10.9% | +504.1% | +553.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling