+1,972.8%
STX vs AWK
+157.1%
+1,815.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.4% | -4.5% | -3.2% |
| 7D | +14.6% | +0.1% | +14.5% | +14.6% |
| 30D | -26.0% | +14.3% | -40.2% | -27.0% |
| 3M | -42.6% | +10.3% | -52.9% | -43.3% |
| 6M | -35.3% | +18.9% | -54.2% | -37.0% |
| YTD | +92.5% | +17.7% | +74.7% | +86.5% |
| 1Y | +102.4% | +16.9% | +85.5% | +96.2% |
| 3Y | +673.8% | +32.2% | +641.6% | +599.7% |
| 5Y | +463.1% | -2.2% | +465.2% | +454.7% |
| All | +1,972.8% | +157.1% | +1,815.8% | +1,535.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling