+35.4%
BX vs AWK
+31.5%
+3.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +1.3% |
| 7D | +0.6% | +0.1% | +0.4% | +0.6% |
| 30D | +14.2% | +14.3% | 0.0% | +13.6% |
| 3M | -18.7% | +10.3% | -29.0% | -19.2% |
| 6M | +2.5% | +18.9% | -16.5% | +2.0% |
| YTD | -18.8% | +17.7% | -36.5% | -19.3% |
| 1Y | -10.3% | +16.9% | -27.2% | -10.8% |
| 3Y | +35.4% | +32.2% | +3.2% | +22.1% |
| All | +35.4% | +31.5% | +3.9% | +22.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling