+61.0%
ZM vs AWK
+69.6%
-8.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.4% | +0.8% | +2.0% |
| 7D | +11.0% | +0.1% | +10.9% | +11.0% |
| 30D | +5.6% | +14.3% | -8.6% | +3.9% |
| 3M | -9.1% | +10.3% | -19.4% | -10.2% |
| 6M | -2.6% | +18.9% | -21.5% | -4.7% |
| YTD | +15.7% | +17.7% | -2.1% | +13.0% |
| 1Y | +18.8% | +16.9% | +1.9% | +16.0% |
| 3Y | +62.2% | +32.2% | +30.0% | +52.3% |
| 5Y | -60.9% | -2.2% | -58.7% | -61.8% |
| All | +61.0% | +69.6% | -8.7% | +69.7% |
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