+1,229.9%
STRL vs AWK
+1,042.6%
+187.4%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.4% | +4.9% | +3.8% |
| 7D | -26.9% | +4.1% | -31.0% | -27.9% |
| 30D | -52.7% | +18.0% | -70.7% | -55.1% |
| 3M | -52.8% | +12.2% | -65.1% | -54.7% |
| 6M | -71.5% | +21.2% | -92.7% | -73.6% |
| YTD | -17.4% | +17.6% | -35.0% | -23.3% |
| 1Y | -35.0% | +19.2% | -54.2% | -40.1% |
| 3Y | +239.2% | +26.7% | +212.5% | +189.7% |
| 5Y | +830.2% | -1.3% | +831.5% | +770.7% |
| 10Y | +3,574.7% | +159.7% | +3,415.1% | +1,998.8% |
| All | +1,229.9% | +1,042.6% | +187.4% | +210.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling