-8.8%
AWK vs BROS
+8.6%
-17.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +0.8% |
| 7D | +2.7% | -19.0% | +21.7% | +3.2% |
| 30D | +16.7% | -7.3% | +23.9% | +16.7% |
| 3M | +11.7% | -31.2% | +42.9% | +12.9% |
| 6M | +21.9% | -33.0% | +55.0% | +23.0% |
| YTD | +17.6% | -42.4% | +60.0% | +19.1% |
| 1Y | +19.8% | -37.7% | +57.5% | +20.9% |
| 3Y | +31.0% | +28.2% | +2.8% | +22.8% |
| 5Y | -3.0% | -43.4% | +40.4% | -7.9% |
| All | -8.8% | +8.6% | -17.4% | -14.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling