+55.7%
ZTS vs AWK
+132.0%
-76.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.8% |
| 7D | -3.7% | -2.1% | -1.6% | -2.8% |
| 30D | -0.8% | +2.1% | -2.8% | -1.7% |
| 3M | -9.7% | +11.4% | -21.1% | -14.1% |
| 6M | -38.4% | +3.9% | -42.3% | -39.8% |
| YTD | -41.1% | +7.7% | -48.8% | -43.5% |
| 1Y | -50.6% | +1.3% | -51.9% | -51.5% |
| 3Y | -59.1% | +7.2% | -66.3% | -61.7% |
| 5Y | -62.7% | -17.0% | -45.7% | -60.9% |
| All | +55.7% | +132.0% | -76.3% | +17.9% |
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