+18.4%
AWK vs ZYBT
-58.9%
+77.3%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.0% | -1.5% |
| 7D | -2.1% | -3.7% | +1.6% | -2.1% |
| 30D | +2.1% | 0.0% | +2.1% | +2.1% |
| 3M | +11.4% | +72.2% | -60.8% | +12.7% |
| 6M | +3.9% | +103.1% | -99.2% | +5.5% |
| YTD | +7.7% | +34.8% | -27.1% | +9.2% |
| 1Y | +1.3% | -83.2% | +84.5% | +1.8% |
| All | +18.4% | -58.9% | +77.3% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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