+3.7%
AWK vs BROS
-33.2%
+36.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.0% | -0.4% |
| 7D | -0.7% | -6.1% | +5.3% | -0.9% |
| 30D | +2.8% | -12.4% | +15.1% | +2.5% |
| 3M | +11.3% | -27.9% | +39.3% | +10.7% |
| 6M | +6.7% | -16.8% | +23.5% | +7.2% |
| YTD | +9.4% | -29.0% | +38.4% | +10.1% |
| 1Y | +3.7% | -33.2% | +36.9% | +5.8% |
| All | +3.7% | -33.2% | +36.9% | +5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling