-38.3%
BAX vs AWK
+135.6%
-174.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.5% | -0.7% |
| 7D | -5.4% | -0.7% | -4.7% | -5.2% |
| 30D | -12.4% | +2.8% | -15.2% | -13.3% |
| 3M | +19.1% | +11.3% | +7.8% | +14.4% |
| 6M | +38.6% | +6.7% | +31.9% | +34.8% |
| YTD | +26.7% | +9.4% | +17.3% | +21.5% |
| 1Y | +1.0% | +3.7% | -2.7% | -1.1% |
| 3Y | -33.9% | +9.2% | -43.1% | -37.8% |
| 5Y | -67.0% | -15.7% | -51.3% | -66.0% |
| All | -38.3% | +135.6% | -174.0% | -54.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling