+93.6%
STX vs AWK
+17.4%
+76.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -2.3% |
| 7D | +16.8% | -2.6% | +19.4% | +12.7% |
| 30D | -27.0% | +14.2% | -41.2% | -11.2% |
| 3M | -37.9% | +10.0% | -47.9% | -26.7% |
| 6M | -32.5% | +17.1% | -49.6% | -12.7% |
| YTD | +98.6% | +16.1% | +82.5% | +154.6% |
| 1Y | +93.6% | +17.5% | +76.1% | +152.6% |
| All | +93.6% | +17.4% | +76.2% | +152.6% |
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