+261.7%
AWK vs Z
+6.9%
+254.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -1.2% |
| 7D | +4.1% | -4.6% | +8.7% | +4.4% |
| 30D | +18.0% | +8.3% | +9.7% | +16.9% |
| 3M | +12.2% | -11.6% | +23.8% | +13.1% |
| 6M | +21.2% | -33.6% | +54.9% | +25.0% |
| YTD | +17.6% | -56.7% | +74.2% | +25.4% |
| 1Y | +19.2% | -59.1% | +78.3% | +27.7% |
| 3Y | +26.7% | -20.4% | +47.1% | +24.8% |
| 5Y | -1.3% | -55.3% | +53.9% | -0.8% |
| 10Y | +159.7% | -14.2% | +173.9% | +136.5% |
| All | +261.7% | +6.9% | +254.8% | +220.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling