-15.7%
AWK vs ZBH
-31.2%
+15.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +1.9% | +0.2% |
| 7D | -0.7% | -6.6% | +5.8% | +1.0% |
| 30D | +2.8% | -4.9% | +7.7% | +4.1% |
| 3M | +11.3% | +5.1% | +6.2% | +9.6% |
| 6M | +6.7% | +1.3% | +5.4% | +5.7% |
| YTD | +9.4% | +3.4% | +6.0% | +7.5% |
| 1Y | +3.7% | -8.7% | +12.4% | +4.8% |
| 3Y | +9.2% | -21.2% | +30.4% | +14.5% |
| 5Y | -15.7% | -29.2% | +13.5% | -14.4% |
| All | -15.7% | -31.2% | +15.5% | -14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling