+260.2%
AWK vs Z
+6.6%
+253.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.6% |
| 7D | 0.0% | -13.1% | +13.1% | +1.2% |
| 30D | +15.5% | +5.9% | +9.7% | +14.7% |
| 3M | +10.0% | -13.7% | +23.7% | +11.0% |
| 6M | +20.4% | -27.1% | +47.5% | +23.1% |
| YTD | +17.1% | -56.8% | +73.9% | +24.8% |
| 1Y | +18.3% | -60.2% | +78.5% | +26.9% |
| 3Y | +30.4% | -19.7% | +50.1% | +28.2% |
| 5Y | -2.7% | -53.7% | +51.0% | -2.4% |
| 10Y | +154.7% | -16.9% | +171.6% | +132.6% |
| All | +260.2% | +6.6% | +253.6% | +219.2% |
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