+5,152.1%
STX vs AWK
+1,043.1%
+4,109.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.1% |
| 7D | -17.3% | +2.7% | -20.0% | -18.0% |
| 30D | -35.9% | +16.7% | -52.6% | -38.8% |
| 3M | -37.3% | +11.7% | -49.1% | -39.6% |
| 6M | -35.8% | +21.9% | -57.7% | -40.3% |
| YTD | +82.7% | +17.6% | +65.1% | +70.2% |
| 1Y | +71.6% | +19.8% | +51.8% | +58.4% |
| 3Y | +635.3% | +31.0% | +604.3% | +530.5% |
| 5Y | +483.8% | -3.0% | +486.7% | +457.1% |
| 10Y | +1,967.8% | +156.8% | +1,811.0% | +1,124.6% |
| All | +5,152.1% | +1,043.1% | +4,109.0% | +1,262.8% |
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 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