-31.6%
ZS vs AWK
+20.7%
-52.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | +0.3% |
| 7D | -12.3% | +7.0% | -19.3% | -10.6% |
| 30D | +11.2% | +17.0% | -5.8% | +15.8% |
| 3M | +37.5% | +12.4% | +25.1% | +42.1% |
| 6M | +57.8% | +19.6% | +38.2% | +68.2% |
| YTD | -0.2% | +17.0% | -17.2% | +5.4% |
| 1Y | -31.6% | +20.0% | -51.6% | -27.3% |
| All | -31.6% | +20.7% | -52.3% | -27.3% |
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