Understand 
Investment Drivers

This website helps you analyze stock return drivers by revealing the flow of factor performance. You can interact with performance tables and visualize the interplay of multiple factors as time series over various historical periods, ranging from years to days.

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Recognizing the importance of context, this analysis is tailored to individual sectors, conducted sector-neutrally across the market, and applied to various style groupings. Observing factor flow—what's working, what's not, and emerging trends—can guide your strategy and help set realistic expectations for future performance.

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Articles on this site illustrate how I've used this approach to uncover the factor narrative behind the dynamics of factor flow. The accompanying video demonstrates how to navigate and use the available tables and charts effectively.

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You can access the Factors data from the Menu at the top of the website.