-16.3%
AWK vs BTDR
+20.7%
-36.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +11.2% |
| 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% | +4.7% |
| All | -16.3% | +20.7% | -36.9% | -17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling