-16.5%
AWK vs BROS
+35.1%
-51.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.6% |
| 7D | -2.1% | -5.8% | +3.6% | -2.0% |
| 30D | +2.1% | -14.0% | +16.0% | +2.5% |
| 3M | +11.4% | -32.5% | +43.9% | +12.6% |
| 6M | +3.9% | -14.9% | +18.8% | +4.1% |
| YTD | +7.7% | -28.3% | +36.0% | +8.5% |
| 1Y | +1.3% | -34.0% | +35.3% | +2.3% |
| 3Y | +7.2% | +63.0% | -55.8% | -0.3% |
| All | -16.5% | +35.1% | -51.6% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 10y: compounded portfolio wealth divided by compounded BROS 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…
10y analysis · Full analysis span regression · 6 months rolling