+279.2%
ZETA vs AWK
+9.6%
+269.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.8% |
| 7D | -2.4% | +2.2% | -4.6% | -2.4% |
| 30D | +15.6% | +4.4% | +11.1% | +15.7% |
| 3M | +41.5% | +15.4% | +26.1% | +42.0% |
| 6M | +63.4% | +3.5% | +59.9% | +64.1% |
| YTD | +51.3% | +9.8% | +41.5% | +51.7% |
| 1Y | +65.8% | +3.0% | +62.8% | +66.6% |
| 3Y | +279.2% | +9.7% | +269.5% | +254.2% |
| All | +279.2% | +9.6% | +269.6% | +254.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling