+67.8%
ZETA vs AWK
+1.8%
+66.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -3.9% | -4.1% |
| 7D | +2.7% | +1.7% | +0.9% | +3.0% |
| 30D | +15.8% | +5.6% | +10.2% | +17.3% |
| 3M | +35.4% | +15.9% | +19.6% | +41.0% |
| 6M | +67.1% | +4.6% | +62.5% | +70.6% |
| YTD | +54.1% | +10.1% | +44.0% | +59.3% |
| 1Y | +67.8% | +2.1% | +65.7% | +69.5% |
| All | +67.8% | +1.8% | +66.0% | +69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 1y: compounded portfolio wealth divided by compounded AWK 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…
1y analysis · Full analysis span regression · 6 months rolling