+136.1%
AWK vs Z
-5.7%
+141.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.6% | 0.0% |
| 7D | +0.6% | -7.1% | +7.7% | +1.2% |
| 30D | +4.3% | -4.8% | +9.1% | +4.7% |
| 3M | +12.5% | -9.3% | +21.9% | +13.2% |
| 6M | +3.3% | -29.0% | +32.3% | +5.9% |
| YTD | +9.8% | -52.9% | +62.6% | +16.6% |
| 1Y | +2.9% | -63.1% | +66.0% | +11.6% |
| 3Y | +9.6% | -36.9% | +46.5% | +10.5% |
| 5Y | -16.7% | -65.5% | +48.8% | -14.8% |
| 10Y | +136.1% | -3.9% | +139.9% | +113.9% |
| All | +136.1% | -5.7% | +141.8% | +113.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling