-41.4%
ZS vs AWK
+2.5%
-43.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.2% | -1.7% |
| 7D | -8.1% | -0.7% | -7.3% | -8.3% |
| 30D | -8.4% | +2.8% | -11.2% | -7.6% |
| 3M | +31.1% | +11.3% | +19.8% | +36.3% |
| 6M | +4.4% | +6.7% | -2.3% | +7.5% |
| YTD | -27.3% | +9.4% | -36.7% | -24.2% |
| 1Y | -41.4% | +3.7% | -45.1% | -40.0% |
| All | -41.4% | +2.5% | -43.8% | -40.0% |
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