+9.6%
ZM vs AWK
+20.7%
-11.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | +0.7% |
| 7D | -8.4% | +7.0% | -15.4% | -6.4% |
| 30D | -1.9% | +17.0% | -18.9% | +2.8% |
| 3M | -10.1% | +12.4% | -22.5% | -6.4% |
| 6M | -13.9% | +19.6% | -33.5% | -8.0% |
| YTD | +6.4% | +17.0% | -10.6% | +13.8% |
| 1Y | +9.6% | +20.0% | -10.5% | +17.8% |
| All | +9.6% | +20.7% | -11.1% | +17.8% |
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 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