+1,658.6%
BX vs AWK
+1,044.2%
+614.4%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +0.7% |
| 7D | +0.6% | +0.1% | +0.4% | +0.5% |
| 30D | +14.2% | +14.3% | 0.0% | +6.8% |
| 3M | -18.7% | +10.3% | -29.0% | -22.8% |
| 6M | +2.5% | +18.9% | -16.5% | -6.8% |
| YTD | -18.8% | +17.7% | -36.5% | -26.6% |
| 1Y | -10.3% | +16.9% | -27.2% | -18.7% |
| 3Y | +35.4% | +32.2% | +3.2% | +9.2% |
| 5Y | +0.3% | -2.2% | +2.4% | -3.9% |
| 10Y | +668.4% | +156.1% | +512.2% | +302.4% |
| All | +1,658.6% | +1,044.2% | +614.4% | +216.3% |
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