+243.8%
ZETA vs AWK
-0.9%
+244.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | -6.5% | -0.7% | -5.7% | -6.4% |
| 30D | +4.8% | +2.8% | +2.1% | +4.3% |
| 3M | +53.3% | +11.3% | +42.0% | +50.1% |
| 6M | +66.8% | +6.7% | +60.1% | +64.2% |
| YTD | +50.2% | +9.4% | +40.8% | +46.6% |
| 1Y | +62.0% | +3.7% | +58.3% | +60.0% |
| 3Y | +276.4% | +9.2% | +267.1% | +251.4% |
| 5Y | +341.6% | -15.7% | +357.3% | +310.2% |
| All | +243.8% | -0.9% | +244.7% | +235.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling