+123.8%
STX vs AWK
+20.7%
+103.1%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +2.2% | -10.3% | -5.2% |
| 7D | -20.2% | +7.0% | -27.2% | -12.3% |
| 30D | -37.2% | +17.0% | -54.2% | -22.1% |
| 3M | -34.1% | +12.4% | -46.4% | -21.1% |
| 6M | -24.5% | +19.6% | -44.1% | -1.8% |
| YTD | +102.9% | +17.0% | +85.9% | +159.6% |
| 1Y | +123.8% | +20.0% | +103.8% | +190.5% |
| All | +123.8% | +20.7% | +103.1% | +190.5% |
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