+969.7%
AWK vs BTI
+291.4%
+678.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.2% |
| 7D | +1.7% | -1.4% | +3.1% | +2.2% |
| 30D | +5.6% | -6.6% | +12.2% | +7.8% |
| 3M | +15.9% | -3.0% | +18.8% | +16.8% |
| 6M | +4.6% | -6.7% | +11.3% | +6.4% |
| YTD | +10.1% | +0.6% | +9.5% | +9.1% |
| 1Y | +2.1% | +5.6% | -3.5% | -0.5% |
| 3Y | +9.8% | +110.3% | -100.5% | -14.5% |
| 5Y | -15.4% | +114.3% | -129.6% | -35.3% |
| 10Y | +129.4% | +67.7% | +61.7% | +80.8% |
| All | +969.7% | +291.4% | +678.3% | +463.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling