+1,144.9%
STX vs AWK
-15.0%
+1,159.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.2% | +6.7% | +6.5% |
| 7D | +10.7% | +2.2% | +8.6% | +11.0% |
| 30D | +11.3% | +4.4% | +6.8% | +11.8% |
| 3M | +3.2% | +15.4% | -12.1% | +3.9% |
| 6M | +157.0% | +3.5% | +153.5% | +159.3% |
| YTD | +229.2% | +9.8% | +219.4% | +230.7% |
| 1Y | +381.8% | +3.0% | +378.9% | +386.9% |
| 3Y | +1,383.2% | +9.7% | +1,373.5% | +1,342.9% |
| 5Y | +1,144.9% | -17.2% | +1,162.0% | +1,111.0% |
| All | +1,144.9% | -15.0% | +1,159.9% | +1,111.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling