-65.8%
BAX vs AWK
-15.4%
-50.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.2% | +1.1% |
| 7D | -1.1% | +1.7% | -2.9% | -1.7% |
| 30D | -5.5% | +5.6% | -11.0% | -7.1% |
| 3M | +33.5% | +15.9% | +17.7% | +27.3% |
| 6M | +35.9% | +4.6% | +31.3% | +33.4% |
| YTD | +35.4% | +10.1% | +25.3% | +30.3% |
| 1Y | +9.8% | +2.1% | +7.7% | +8.4% |
| 3Y | -32.7% | +9.8% | -42.6% | -36.6% |
| All | -65.8% | -15.4% | -50.4% | -66.4% |
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