-16.3%
AWK vs ZBRA
-40.4%
+24.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.8% | -3.4% | -1.7% |
| 7D | -2.1% | -3.4% | +1.3% | -1.8% |
| 30D | +2.1% | -7.4% | +9.5% | +2.8% |
| 3M | +11.4% | +57.5% | -46.1% | +5.9% |
| 6M | +3.9% | +64.0% | -60.1% | -1.9% |
| YTD | +7.7% | +44.3% | -36.6% | +2.8% |
| 1Y | +1.3% | +10.9% | -9.6% | -0.5% |
| 3Y | +7.2% | +37.5% | -30.4% | -2.2% |
| All | -16.3% | -40.4% | +24.1% | -12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling