+1,841.7%
BX vs AWK
+967.2%
+874.5%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | -2.0% | +2.2% | -4.1% | -3.0% |
| 30D | -2.3% | +4.4% | -6.7% | -4.5% |
| 3M | +18.5% | +15.4% | +3.2% | +9.7% |
| 6M | +23.7% | +3.5% | +20.2% | +20.2% |
| YTD | -10.4% | +9.8% | -20.2% | -16.0% |
| 1Y | -19.6% | +3.0% | -22.6% | -22.4% |
| 3Y | +30.8% | +9.7% | +21.1% | +17.1% |
| 5Y | +24.3% | -17.2% | +41.5% | +30.2% |
| 10Y | +679.5% | +126.1% | +553.4% | +336.8% |
| All | +1,841.7% | +967.2% | +874.5% | +262.0% |
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