+26.7%
AWK vs Z
-21.1%
+47.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -1.2% |
| 7D | +4.1% | -4.6% | +8.7% | +4.3% |
| 30D | +18.0% | +8.3% | +9.7% | +17.2% |
| 3M | +12.2% | -11.6% | +23.8% | +12.9% |
| 6M | +21.2% | -33.6% | +54.9% | +23.8% |
| YTD | +17.6% | -56.7% | +74.2% | +23.8% |
| 1Y | +19.2% | -59.1% | +78.3% | +25.9% |
| 3Y | +26.7% | -20.4% | +47.1% | +12.6% |
| All | +26.7% | -21.1% | +47.8% | +12.6% |
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