+10.4%
BAX vs AWK
+1,042.6%
-1,032.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +1.0% |
| 7D | +12.1% | +4.1% | +8.0% | +10.5% |
| 30D | +7.6% | +18.0% | -10.4% | +1.4% |
| 3M | -4.5% | +12.2% | -16.7% | -8.5% |
| 6M | +52.0% | +21.2% | +30.8% | +41.7% |
| YTD | +35.1% | +17.6% | +17.6% | +26.4% |
| 1Y | +43.7% | +19.2% | +24.5% | +33.8% |
| 3Y | -20.9% | +26.7% | -47.7% | -29.1% |
| 5Y | -63.5% | -1.3% | -62.2% | -64.6% |
| 10Y | -36.0% | +159.7% | -195.6% | -56.4% |
| All | +10.4% | +1,042.6% | -1,032.1% | -57.6% |
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