+1,028.7%
AWK vs EFX
+525.4%
+503.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.5% |
| 7D | -2.6% | -3.6% | +1.0% | -1.5% |
| 30D | +14.2% | +25.3% | -11.1% | +6.5% |
| 3M | +10.0% | +3.8% | +6.2% | +8.3% |
| 6M | +17.1% | +12.7% | +4.4% | +11.8% |
| YTD | +16.1% | -13.1% | +29.3% | +18.5% |
| 1Y | +17.5% | -9.3% | +26.9% | +18.2% |
| 3Y | +29.3% | +3.5% | +25.8% | +19.7% |
| 5Y | -3.5% | -30.6% | +27.1% | -0.7% |
| 10Y | +152.7% | +80.2% | +72.5% | +80.1% |
| All | +1,028.7% | +525.4% | +503.3% | +362.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling