+963.1%
AWK vs BRO
+773.6%
+189.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -0.7% | -8.6% | +7.8% | +2.7% |
| 30D | +2.8% | -6.9% | +9.7% | +5.6% |
| 3M | +11.3% | +10.5% | +0.8% | +6.7% |
| 6M | +6.7% | -2.8% | +9.5% | +6.9% |
| YTD | +9.4% | -16.1% | +25.5% | +15.6% |
| 1Y | +3.7% | -27.6% | +31.3% | +15.9% |
| 3Y | +9.2% | -7.3% | +16.5% | +8.8% |
| 5Y | -15.7% | +19.0% | -34.7% | -25.6% |
| 10Y | +135.3% | +292.7% | -157.5% | +35.8% |
| All | +963.1% | +773.6% | +189.5% | +330.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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