-9.7%
AWK vs BTDR
+19.6%
-29.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.7% | -5.3% | -1.5% |
| 7D | -2.1% | -3.4% | +1.3% | -2.2% |
| 30D | +2.1% | +32.6% | -30.5% | +2.6% |
| 3M | +11.4% | -32.2% | +43.6% | +11.1% |
| 6M | +3.9% | +52.4% | -48.4% | +4.7% |
| YTD | +7.7% | +6.7% | +1.0% | +8.2% |
| 1Y | +1.3% | -15.2% | +16.5% | +1.8% |
| 3Y | +7.2% | +14.9% | -7.7% | +4.8% |
| 5Y | -17.0% | +20.8% | -37.8% | -18.5% |
| All | -9.7% | +19.6% | -29.3% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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