+54.0%
ZM vs AWK
+57.6%
-3.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | -2.7% | -0.7% | -2.0% | -2.6% |
| 30D | -10.0% | +2.8% | -12.8% | -10.3% |
| 3M | +1.6% | +11.3% | -9.7% | +0.2% |
| 6M | +25.0% | +6.7% | +18.3% | +23.7% |
| YTD | +10.6% | +9.4% | +1.2% | +9.0% |
| 1Y | +14.0% | +3.7% | +10.2% | +13.1% |
| 3Y | +32.5% | +9.2% | +23.2% | +28.5% |
| 5Y | -68.3% | -15.7% | -52.6% | -68.8% |
| All | +54.0% | +57.6% | -3.7% | +63.7% |
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