+9.2%
AWK vs BTI
+105.9%
-96.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.4% |
| 7D | +0.6% | -2.4% | +3.0% | +1.4% |
| 30D | +4.3% | -4.8% | +9.1% | +5.9% |
| 3M | +12.5% | -8.1% | +20.6% | +15.5% |
| 6M | +3.3% | -4.2% | +7.5% | +4.3% |
| YTD | +9.8% | -1.3% | +11.1% | +9.2% |
| 1Y | +2.9% | +2.1% | +0.8% | +0.9% |
| All | +9.2% | +105.9% | -96.7% | -21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling