-32.0%
BAX vs AWK
+9.6%
-41.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.2% | -3.5% | -3.7% |
| 7D | -2.4% | +2.2% | -4.6% | -3.0% |
| 30D | -9.7% | +4.4% | -14.2% | -10.8% |
| 3M | +29.3% | +15.4% | +13.9% | +24.4% |
| 6M | +40.7% | +3.5% | +37.1% | +38.8% |
| YTD | +30.3% | +9.8% | +20.5% | +26.3% |
| 1Y | +3.4% | +3.0% | +0.4% | +2.1% |
| 3Y | -32.0% | +9.7% | -41.7% | -37.0% |
| All | -32.0% | +9.6% | -41.6% | -37.0% |
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 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