+395.4%
ZS vs AWK
+102.5%
+292.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.2% | -1.5% |
| 7D | -8.1% | -0.7% | -7.3% | -7.9% |
| 30D | -8.4% | +2.8% | -11.2% | -9.0% |
| 3M | +31.1% | +11.3% | +19.8% | +27.8% |
| 6M | +4.4% | +6.7% | -2.3% | +2.4% |
| YTD | -27.3% | +9.4% | -36.7% | -29.3% |
| 1Y | -41.4% | +3.7% | -45.1% | -42.4% |
| 3Y | +1.7% | +9.2% | -7.5% | -4.2% |
| 5Y | -39.6% | -15.7% | -23.9% | -38.9% |
| All | +395.4% | +102.5% | +292.9% | +302.8% |
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 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