+13.1%
BAX vs AWK
+1,043.1%
-1,030.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.7% | -0.2% |
| 7D | +3.6% | +2.7% | +1.0% | +2.7% |
| 30D | +8.5% | +16.7% | -8.2% | +2.6% |
| 3M | -4.9% | +11.7% | -16.6% | -8.7% |
| 6M | +47.0% | +21.9% | +25.1% | +36.7% |
| YTD | +38.4% | +17.6% | +20.8% | +29.5% |
| 1Y | +49.1% | +19.8% | +29.3% | +38.5% |
| 3Y | -14.9% | +31.0% | -45.9% | -24.6% |
| 5Y | -63.1% | -3.0% | -60.1% | -64.0% |
| 10Y | -35.6% | +156.8% | -192.4% | -55.9% |
| All | +13.1% | +1,043.1% | -1,030.0% | -56.5% |
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