-36.7%
ZS vs AWK
+1.8%
-38.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.1% | -4.4% | -4.5% |
| 7D | -7.8% | +1.7% | -9.6% | -7.4% |
| 30D | +5.0% | +5.6% | -0.5% | +6.8% |
| 3M | +25.5% | +15.9% | +9.7% | +33.1% |
| 6M | +8.7% | +4.6% | +4.1% | +11.3% |
| YTD | -24.5% | +10.1% | -34.6% | -21.2% |
| 1Y | -36.7% | +2.1% | -38.8% | -35.3% |
| All | -36.7% | +1.8% | -38.5% | -35.3% |
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 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