+646.2%
STX vs AWK
+27.0%
+619.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.7% | +10.5% | +9.3% |
| 7D | -14.8% | +1.2% | -16.0% | -13.8% |
| 30D | -35.4% | +15.8% | -51.1% | -28.9% |
| 3M | -37.7% | +11.0% | -48.7% | -32.5% |
| 6M | -35.2% | +21.0% | -56.2% | -26.5% |
| YTD | +84.4% | +16.7% | +67.7% | +107.5% |
| 1Y | +82.3% | +17.2% | +65.1% | +105.7% |
| 3Y | +646.2% | +29.2% | +617.0% | +708.8% |
| All | +646.2% | +27.0% | +619.2% | +708.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling