+255.9%
BSX vs AWK
+967.2%
-711.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.2% | -5.7% | -5.8% |
| 7D | -6.4% | +2.2% | -8.6% | -7.4% |
| 30D | -8.8% | +4.4% | -13.2% | -10.7% |
| 3M | -7.6% | +15.4% | -23.0% | -13.8% |
| 6M | -37.0% | +3.5% | -40.5% | -38.3% |
| YTD | -52.8% | +9.8% | -62.6% | -55.2% |
| 1Y | -58.4% | +3.0% | -61.4% | -59.4% |
| 3Y | -16.5% | +9.7% | -26.2% | -23.6% |
| 5Y | -1.2% | -17.2% | +16.0% | +2.9% |
| 10Y | +83.7% | +126.1% | -42.3% | +3.4% |
| All | +255.9% | +967.2% | -711.4% | -33.2% |
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