-7.9%
AWK vs BTDR
+23.3%
-31.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.6% | -0.1% |
| 7D | +0.6% | +14.8% | -14.2% | +0.8% |
| 30D | +4.3% | +41.8% | -37.5% | +4.9% |
| 3M | +12.5% | -29.2% | +41.7% | +12.4% |
| 6M | +3.3% | +66.2% | -62.9% | +4.2% |
| YTD | +9.8% | +10.0% | -0.2% | +10.4% |
| 1Y | +2.9% | -11.0% | +13.9% | +3.5% |
| 3Y | +9.6% | +6.9% | +2.7% | +7.2% |
| 5Y | -16.7% | +24.7% | -41.3% | -18.2% |
| All | -7.9% | +23.3% | -31.2% | -9.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling