+65.2%
EFA vs AWK
+31.5%
+33.7%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | +0.1% |
| 7D | +2.2% | +0.1% | +2.1% | +2.2% |
| 30D | +1.4% | +14.3% | -12.9% | +0.8% |
| 3M | -4.2% | +10.3% | -14.4% | -4.6% |
| 6M | +1.9% | +18.9% | -17.0% | +1.1% |
| YTD | +10.2% | +17.7% | -7.5% | +9.2% |
| 1Y | +12.8% | +16.9% | -4.1% | +11.8% |
| 3Y | +65.2% | +32.2% | +33.0% | +57.4% |
| All | +65.2% | +31.5% | +33.7% | +57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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