+128.5%
AWK vs ZBRA
+435.2%
-306.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.8% | -3.4% | -1.8% |
| 7D | -2.1% | -3.4% | +1.3% | -1.7% |
| 30D | +2.1% | -7.4% | +9.5% | +3.1% |
| 3M | +11.4% | +57.5% | -46.1% | +4.0% |
| 6M | +3.9% | +64.0% | -60.1% | -3.9% |
| YTD | +7.7% | +44.3% | -36.6% | +1.0% |
| 1Y | +1.3% | +10.9% | -9.6% | -1.5% |
| 3Y | +7.2% | +37.5% | -30.4% | -2.8% |
| 5Y | -17.0% | -39.7% | +22.7% | -14.9% |
| All | +128.5% | +435.2% | -306.7% | +69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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