+252.6%
ZETA vs AWK
-0.3%
+253.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -3.9% | -4.0% |
| 7D | +2.7% | +1.7% | +0.9% | +2.3% |
| 30D | +15.8% | +5.6% | +10.2% | +14.6% |
| 3M | +35.4% | +15.9% | +19.6% | +31.5% |
| 6M | +67.1% | +4.6% | +62.5% | +65.3% |
| YTD | +54.1% | +10.1% | +44.0% | +50.2% |
| 1Y | +67.8% | +2.1% | +65.7% | +66.5% |
| 3Y | +311.4% | +9.8% | +301.6% | +283.5% |
| 5Y | +324.8% | -15.4% | +340.1% | +293.8% |
| All | +252.6% | -0.3% | +253.0% | +243.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling