+16.9%
AWK vs BROS
-37.3%
+54.1%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.5% | -5.1% | +1.5% |
| 7D | +0.1% | +6.3% | -6.2% | +0.3% |
| 30D | +14.3% | -8.3% | +22.6% | +14.0% |
| 3M | +10.3% | -29.8% | +40.1% | +9.3% |
| 6M | +18.9% | -25.8% | +44.8% | +19.4% |
| YTD | +17.7% | -41.4% | +59.1% | +19.3% |
| 1Y | +16.9% | -35.2% | +52.0% | +16.4% |
| All | +16.9% | -37.3% | +54.1% | +16.4% |
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