+967.2%
AWK vs ZBRA
+931.4%
+35.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.6% | +0.2% |
| 7D | +2.2% | +2.6% | -0.4% | +1.8% |
| 30D | +4.4% | -6.4% | +10.8% | +5.4% |
| 3M | +15.4% | +51.3% | -35.9% | +7.5% |
| 6M | +3.5% | +60.5% | -57.0% | -4.8% |
| YTD | +9.8% | +45.2% | -35.4% | +2.2% |
| 1Y | +3.0% | +12.3% | -9.4% | -0.5% |
| 3Y | +9.7% | +37.5% | -27.9% | -0.9% |
| 5Y | -17.2% | -39.2% | +22.0% | -15.6% |
| 10Y | +126.1% | +417.0% | -290.9% | +52.0% |
| All | +967.2% | +931.4% | +35.8% | +392.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling