+9.7%
AWK vs Z
-37.5%
+47.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.4% | +6.2% | +0.2% |
| 7D | +2.2% | -3.3% | +5.4% | +2.4% |
| 30D | +4.4% | -3.7% | +8.2% | +4.7% |
| 3M | +15.4% | -7.0% | +22.4% | +15.7% |
| 6M | +3.5% | -29.5% | +33.0% | +5.6% |
| YTD | +9.8% | -52.6% | +62.4% | +15.8% |
| 1Y | +3.0% | -64.0% | +67.0% | +11.1% |
| 3Y | +9.7% | -36.4% | +46.1% | +3.5% |
| All | +9.7% | -37.5% | +47.1% | +3.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling