+946.8%
AWK vs BRKR
+366.7%
+580.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | -2.1% | -8.7% | +6.5% | -1.2% |
| 30D | +2.1% | -9.9% | +11.9% | +3.1% |
| 3M | +11.4% | -3.1% | +14.5% | +10.9% |
| 6M | +3.9% | +45.5% | -41.6% | -2.2% |
| YTD | +7.7% | +13.7% | -6.0% | +4.1% |
| 1Y | +1.3% | +67.4% | -66.1% | -7.3% |
| 3Y | +7.2% | -13.2% | +20.4% | +4.2% |
| 5Y | -17.0% | -39.5% | +22.5% | -16.3% |
| 10Y | +131.6% | +153.5% | -21.8% | +92.8% |
| All | +946.8% | +366.7% | +580.1% | +710.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling