+2,022.6%
STRL vs AWK
-15.4%
+2,038.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.1% | +5.9% | +5.7% |
| 7D | +3.4% | +1.7% | +1.7% | +3.7% |
| 30D | -9.2% | +5.6% | -14.8% | -8.2% |
| 3M | -51.0% | +15.9% | -66.9% | -49.8% |
| 6M | +15.8% | +4.6% | +11.2% | +18.1% |
| YTD | +58.9% | +10.1% | +48.8% | +62.5% |
| 1Y | +68.5% | +2.1% | +66.4% | +72.4% |
| 3Y | +485.2% | +9.8% | +475.4% | +484.6% |
| All | +2,022.6% | -15.4% | +2,038.0% | +1,890.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling