-8.5%
BX vs AWK
+20.7%
-29.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.2% | +4.1% | +6.1% |
| 7D | +8.3% | +7.0% | +1.3% | +8.1% |
| 30D | +13.5% | +17.0% | -3.5% | +14.0% |
| 3M | -7.6% | +12.4% | -20.0% | -7.5% |
| 6M | +4.0% | +19.6% | -15.6% | +5.8% |
| YTD | -15.2% | +17.0% | -32.2% | -13.8% |
| 1Y | -8.5% | +20.0% | -28.5% | -7.4% |
| All | -8.5% | +20.7% | -29.1% | -7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling