+132.1%
AWK vs BTI
+72.6%
+59.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.6% |
| 7D | -0.7% | -2.0% | +1.2% | -0.2% |
| 30D | +2.8% | -3.4% | +6.2% | +3.8% |
| 3M | +11.3% | -9.0% | +20.3% | +14.3% |
| 6M | +6.7% | -5.0% | +11.7% | +8.0% |
| YTD | +9.4% | -0.3% | +9.7% | +8.8% |
| 1Y | +3.7% | +3.1% | +0.6% | +1.9% |
| 3Y | +9.2% | +111.0% | -101.7% | -14.0% |
| 5Y | -15.7% | +117.0% | -132.7% | -35.0% |
| All | +132.1% | +72.6% | +59.5% | +71.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling