-49.0%
ZTS vs AWK
+29.4%
-78.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | 0.0% |
| 7D | -0.6% | +2.7% | -3.3% | -1.4% |
| 30D | +11.0% | +16.7% | -5.7% | +6.4% |
| 3M | +10.9% | +11.7% | -0.8% | +7.6% |
| 6M | +0.9% | +21.9% | -21.0% | -4.4% |
| YTD | -33.0% | +17.6% | -50.6% | -36.2% |
| 1Y | -29.6% | +19.8% | -49.4% | -33.4% |
| 3Y | -49.0% | +31.0% | -80.0% | -53.3% |
| All | -49.0% | +29.4% | -78.5% | -53.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling