+860.5%
AWK vs BTG
+385.9%
+474.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.1% |
| 7D | +0.6% | +2.4% | -1.8% | +0.5% |
| 30D | +4.3% | +9.5% | -5.2% | +3.7% |
| 3M | +12.5% | +38.5% | -26.0% | +10.3% |
| 6M | +3.3% | +5.6% | -2.3% | +2.5% |
| YTD | +9.8% | +23.9% | -14.2% | +7.6% |
| 1Y | +2.9% | +32.1% | -29.2% | +0.2% |
| 3Y | +9.6% | +103.2% | -93.6% | +3.2% |
| 5Y | -16.7% | +79.7% | -96.4% | -21.4% |
| 10Y | +136.1% | +159.1% | -23.0% | +115.5% |
| All | +860.5% | +385.9% | +474.7% | +792.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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