+3,621.5%
STX vs AWK
+128.1%
+3,493.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | +9.6% | +0.6% | +9.0% | +9.5% |
| 30D | +10.6% | +4.3% | +6.3% | +9.9% |
| 3M | +4.8% | +12.5% | -7.7% | +2.5% |
| 6M | +137.3% | +3.3% | +134.0% | +134.9% |
| YTD | +222.5% | +9.8% | +212.7% | +214.7% |
| 1Y | +366.2% | +2.9% | +363.3% | +359.2% |
| 3Y | +1,352.9% | +9.6% | +1,343.3% | +1,272.5% |
| 5Y | +1,077.4% | -16.7% | +1,094.1% | +1,099.1% |
| 10Y | +3,621.5% | +136.1% | +3,485.4% | +2,693.1% |
| All | +3,621.5% | +128.1% | +3,493.4% | +2,693.1% |
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 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