+149.0%
EFA vs AWK
+967.2%
-818.2%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | +1.2% | +2.2% | -1.0% | +0.4% |
| 30D | -0.7% | +4.4% | -5.2% | -2.4% |
| 3M | +6.4% | +15.4% | -9.0% | +0.5% |
| 6M | +11.4% | +3.5% | +7.9% | +9.2% |
| YTD | +14.0% | +9.8% | +4.2% | +9.0% |
| 1Y | +20.2% | +3.0% | +17.2% | +17.3% |
| 3Y | +68.2% | +9.7% | +58.5% | +56.5% |
| 5Y | +54.8% | -17.2% | +72.0% | +59.4% |
| 10Y | +142.4% | +126.1% | +16.3% | +48.8% |
| All | +149.0% | +967.2% | -818.2% | -41.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling