-16.7%
AWK vs BTI
+113.9%
-130.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.4% |
| 7D | +0.6% | -2.4% | +3.0% | +1.3% |
| 30D | +4.3% | -4.8% | +9.1% | +5.8% |
| 3M | +12.5% | -8.1% | +20.6% | +15.2% |
| 6M | +3.3% | -4.2% | +7.5% | +4.2% |
| YTD | +9.8% | -1.3% | +11.1% | +9.4% |
| 1Y | +2.9% | +2.1% | +0.8% | +1.3% |
| 3Y | +9.6% | +108.9% | -99.3% | -14.5% |
| 5Y | -16.7% | +114.5% | -131.1% | -35.6% |
| All | -16.7% | +113.9% | -130.6% | -35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling