+20.0%
AWK vs BTI
+24.7%
-4.7%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.4% | -1.2% | +1.4% |
| 7D | +7.0% | +5.3% | +1.7% | +5.7% |
| 30D | +17.0% | +19.1% | -2.0% | +12.7% |
| 3M | +12.4% | +6.5% | +5.9% | +10.7% |
| 6M | +19.6% | +9.4% | +10.2% | +17.9% |
| YTD | +17.0% | +14.4% | +2.6% | +15.0% |
| 1Y | +20.0% | +23.9% | -3.9% | +18.7% |
| All | +20.0% | +24.7% | -4.7% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 1y: compounded portfolio wealth divided by compounded BTI 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…
1y analysis · Full analysis span regression · 6 months rolling