+661.1%
BX vs AWK
+132.0%
+529.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +4.0% | +3.1% |
| 7D | -5.6% | -2.1% | -3.5% | -4.8% |
| 30D | -12.2% | +2.1% | -14.3% | -13.0% |
| 3M | +7.4% | +11.4% | -4.0% | +2.2% |
| 6M | +22.2% | +3.9% | +18.3% | +19.1% |
| YTD | -14.0% | +7.7% | -21.7% | -17.9% |
| 1Y | -27.3% | +1.3% | -28.6% | -28.9% |
| 3Y | +24.5% | +7.2% | +17.4% | +14.1% |
| 5Y | +18.9% | -17.0% | +35.9% | +23.5% |
| All | +661.1% | +132.0% | +529.1% | +469.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling