-14.9%
AWK vs BROS
+38.3%
-53.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | 0.0% |
| 7D | +0.6% | -6.6% | +7.2% | +0.8% |
| 30D | +4.3% | -12.3% | +16.6% | +4.7% |
| 3M | +12.5% | -22.2% | +34.7% | +13.3% |
| 6M | +3.3% | -14.3% | +17.6% | +3.5% |
| YTD | +9.8% | -26.6% | +36.3% | +10.5% |
| 1Y | +2.9% | -31.5% | +34.4% | +3.8% |
| 3Y | +9.6% | +62.3% | -52.6% | +2.1% |
| All | -14.9% | +38.3% | -53.2% | -20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling