+784.6%
STRL vs AWK
-1.1%
+785.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.4% | +4.9% | +3.1% |
| 7D | -26.9% | +4.1% | -31.0% | -26.0% |
| 30D | -52.7% | +18.0% | -70.7% | -50.8% |
| 3M | -52.8% | +12.2% | -65.1% | -51.4% |
| 6M | -71.5% | +21.2% | -92.7% | -70.2% |
| YTD | -17.4% | +17.6% | -35.0% | -13.9% |
| 1Y | -35.0% | +19.2% | -54.2% | -32.2% |
| 3Y | +239.2% | +26.7% | +212.5% | +235.5% |
| All | +784.6% | -1.1% | +785.7% | +785.0% |
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