+3.7%
AWK vs EFX
-32.9%
+36.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -0.7% | -11.1% | +10.4% | +1.0% |
| 30D | +2.8% | -7.4% | +10.2% | +3.9% |
| 3M | +11.3% | +1.5% | +9.8% | +11.0% |
| 6M | +6.7% | -13.7% | +20.4% | +7.7% |
| YTD | +9.4% | -21.9% | +31.2% | +11.8% |
| 1Y | +3.7% | -30.8% | +34.5% | +8.2% |
| All | +3.7% | -32.9% | +36.6% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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