+967.2%
AWK vs ZBH
+42.8%
+924.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.9% | +3.7% | +0.8% |
| 7D | +2.2% | -5.2% | +7.4% | +3.6% |
| 30D | +4.4% | -2.4% | +6.9% | +5.0% |
| 3M | +15.4% | +8.3% | +7.1% | +12.8% |
| 6M | +3.5% | +0.7% | +2.9% | +2.7% |
| YTD | +9.8% | +5.3% | +4.5% | +7.5% |
| 1Y | +3.0% | -9.1% | +12.1% | +4.1% |
| 3Y | +9.7% | -19.7% | +29.3% | +13.4% |
| 5Y | -17.2% | -31.3% | +14.1% | -12.0% |
| 10Y | +126.1% | -18.9% | +145.0% | +119.6% |
| All | +967.2% | +42.8% | +924.5% | +642.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling