+158.6%
AWK vs Z
-16.5%
+175.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.5% | -2.1% | +1.1% |
| 7D | +0.1% | +0.8% | -0.7% | 0.0% |
| 30D | +14.3% | +5.2% | +9.1% | +13.5% |
| 3M | +10.3% | -17.0% | +27.3% | +11.7% |
| 6M | +18.9% | -22.7% | +41.6% | +21.0% |
| YTD | +17.7% | -56.3% | +74.0% | +25.4% |
| 1Y | +16.9% | -57.7% | +74.5% | +24.7% |
| 3Y | +32.2% | -16.5% | +48.7% | +29.4% |
| 5Y | -2.2% | -53.4% | +51.2% | -2.1% |
| All | +158.6% | -16.5% | +175.0% | +146.8% |
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