+8,785.1%
STX vs AWK
+969.7%
+7,815.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.1% | +6.5% | +6.4% |
| 7D | +2.4% | +1.7% | +0.6% | +1.9% |
| 30D | +1.4% | +5.6% | -4.2% | -0.3% |
| 3M | -8.2% | +15.9% | -24.1% | -13.0% |
| 6M | +127.0% | +4.6% | +122.5% | +120.8% |
| YTD | +209.1% | +10.1% | +199.1% | +194.7% |
| 1Y | +365.4% | +2.1% | +363.3% | +351.0% |
| 3Y | +1,135.4% | +9.8% | +1,125.5% | +1,029.6% |
| 5Y | +991.5% | -15.4% | +1,006.9% | +993.4% |
| 10Y | +3,695.8% | +129.4% | +3,566.4% | +2,249.6% |
| All | +8,785.1% | +969.7% | +7,815.5% | +2,259.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling