-14.8%
AWK vs Z
-64.8%
+50.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.1% |
| 7D | +1.7% | -3.0% | +4.7% | +2.0% |
| 30D | +5.6% | -4.2% | +9.8% | +5.9% |
| 3M | +15.9% | -3.7% | +19.6% | +16.0% |
| 6M | +4.6% | -24.5% | +29.1% | +6.9% |
| YTD | +10.1% | -49.3% | +59.3% | +17.1% |
| 1Y | +2.1% | -58.7% | +60.8% | +10.7% |
| 3Y | +9.8% | -34.1% | +44.0% | +9.4% |
| All | -14.8% | -64.8% | +50.0% | -19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling