+32.2%
AWK vs EFX
+4.8%
+27.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.2% |
| 7D | +0.1% | -0.8% | +0.9% | +0.3% |
| 30D | +14.3% | +25.1% | -10.8% | +10.2% |
| 3M | +10.3% | +1.7% | +8.6% | +9.7% |
| 6M | +18.9% | +18.4% | +0.6% | +15.5% |
| YTD | +17.7% | -12.5% | +30.2% | +18.8% |
| 1Y | +16.9% | -8.1% | +24.9% | +16.8% |
| 3Y | +32.2% | +4.8% | +27.4% | +3.4% |
| All | +32.2% | +4.8% | +27.3% | +3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling