+158.6%
AWK vs BTI
+131.8%
+26.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +1.0% |
| 7D | +0.1% | +1.6% | -1.5% | -0.3% |
| 30D | +14.3% | +9.2% | +5.0% | +11.3% |
| 3M | +10.3% | +9.6% | +0.7% | +7.3% |
| 6M | +18.9% | -2.4% | +21.4% | +19.5% |
| YTD | +17.7% | +14.2% | +3.5% | +12.4% |
| 1Y | +16.9% | +20.3% | -3.4% | +9.8% |
| 3Y | +32.2% | +147.4% | -115.2% | -0.7% |
| 5Y | -2.2% | +155.4% | -157.6% | -28.0% |
| All | +158.6% | +131.8% | +26.7% | +59.8% |
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