-62.8%
ZTS vs AWK
-17.3%
-45.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -4.5% | -0.7% | -3.8% | -4.2% |
| 30D | -3.3% | +2.8% | -6.1% | -4.4% |
| 3M | -9.7% | +11.3% | -21.1% | -13.8% |
| 6M | -38.8% | +6.7% | -45.6% | -40.8% |
| YTD | -41.2% | +9.4% | -50.6% | -43.8% |
| 1Y | -50.3% | +3.7% | -54.0% | -51.6% |
| 3Y | -59.1% | +9.2% | -68.4% | -61.8% |
| 5Y | -62.8% | -15.7% | -47.1% | -60.0% |
| All | -62.8% | -17.3% | -45.5% | -60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling