+25.1%
BX vs AWK
+9.9%
+15.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.6% | -3.7% |
| 7D | -5.7% | +0.6% | -6.3% | -5.7% |
| 30D | -8.9% | +4.3% | -13.2% | -9.1% |
| 3M | +8.4% | +12.5% | -4.1% | +7.6% |
| 6M | +18.9% | +3.3% | +15.6% | +18.8% |
| YTD | -13.6% | +9.8% | -23.4% | -14.4% |
| 1Y | -22.4% | +2.9% | -25.3% | -22.5% |
| All | +25.1% | +9.9% | +15.2% | +13.6% |
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