+200.7%
ZTS vs AWK
+418.3%
-217.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.1% |
| 7D | -0.6% | +2.7% | -3.3% | -1.7% |
| 30D | +11.0% | +16.7% | -5.7% | +4.3% |
| 3M | +10.9% | +11.7% | -0.8% | +6.0% |
| 6M | +0.9% | +21.9% | -21.0% | -7.1% |
| YTD | -33.0% | +17.6% | -50.6% | -37.8% |
| 1Y | -29.6% | +19.8% | -49.4% | -35.2% |
| 3Y | -49.0% | +31.0% | -80.0% | -55.7% |
| 5Y | -59.5% | -3.0% | -56.5% | -60.3% |
| 10Y | +77.0% | +156.8% | -79.8% | +29.2% |
| All | +200.7% | +418.3% | -217.6% | +73.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling