+128.5%
AWK vs ZBH
-16.2%
+144.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.7% | -1.8% |
| 7D | -2.1% | -4.7% | +2.5% | -1.1% |
| 30D | +2.1% | -4.5% | +6.5% | +3.1% |
| 3M | +11.4% | +7.6% | +3.8% | +9.3% |
| 6M | +3.9% | +0.3% | +3.6% | +3.3% |
| YTD | +7.7% | +4.5% | +3.2% | +5.9% |
| 1Y | +1.3% | -9.4% | +10.7% | +2.4% |
| 3Y | +7.2% | -21.5% | +28.7% | +11.2% |
| 5Y | -17.0% | -28.4% | +11.4% | -13.4% |
| All | +128.5% | -16.2% | +144.7% | +122.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 10y: compounded portfolio wealth divided by compounded ZBH 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…
10y analysis · Full analysis span regression · 6 months rolling