-58.8%
ZTS vs AWK
+9.9%
-68.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.7% | -2.9% |
| 7D | -4.8% | +2.2% | -6.9% | -5.3% |
| 30D | +1.2% | +4.4% | -3.2% | 0.0% |
| 3M | -6.0% | +15.4% | -21.4% | -9.7% |
| 6M | -38.7% | +3.5% | -42.3% | -39.5% |
| YTD | -40.6% | +9.8% | -50.4% | -42.4% |
| 1Y | -50.6% | +3.0% | -53.6% | -51.1% |
| All | -58.8% | +9.9% | -68.7% | -61.4% |
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