-16.3%
AWK vs BRKR
-37.9%
+21.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.0% |
| 7D | -1.3% | -10.0% | +8.7% | -0.7% |
| 30D | +2.0% | -8.7% | +10.7% | +2.4% |
| 3M | +10.7% | -2.8% | +13.5% | +10.3% |
| 6M | +0.8% | +56.4% | -55.6% | -3.4% |
| YTD | +8.7% | +12.0% | -3.4% | +6.9% |
| 1Y | +2.5% | +71.2% | -68.7% | -4.0% |
| 3Y | +6.0% | -21.1% | +27.1% | +7.5% |
| 5Y | -16.3% | -37.6% | +21.3% | -14.2% |
| All | -16.3% | -37.9% | +21.6% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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