+349.3%
ZETA vs AWK
-16.7%
+366.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -0.1% | +0.6% | -0.7% | -0.2% |
| 30D | +10.5% | +4.3% | +6.2% | +9.4% |
| 3M | +44.3% | +12.5% | +31.8% | +40.4% |
| 6M | +59.4% | +3.3% | +56.1% | +58.0% |
| YTD | +49.5% | +9.8% | +39.7% | +45.3% |
| 1Y | +62.7% | +2.9% | +59.8% | +60.7% |
| 3Y | +274.6% | +9.6% | +265.0% | +246.7% |
| 5Y | +349.3% | -16.7% | +366.0% | +383.3% |
| All | +349.3% | -16.7% | +366.1% | +383.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling