+174.6%
ZTS vs AWK
+385.0%
-210.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -2.0% | +1.7% | -3.7% | -2.7% |
| 30D | +1.9% | +5.6% | -3.7% | -0.3% |
| 3M | -4.0% | +15.9% | -19.9% | -9.7% |
| 6M | -39.1% | +4.6% | -43.7% | -40.5% |
| YTD | -38.8% | +10.1% | -48.9% | -41.6% |
| 1Y | -49.6% | +2.1% | -51.7% | -50.6% |
| 3Y | -59.0% | +9.8% | -68.8% | -61.6% |
| 5Y | -61.8% | -15.4% | -46.4% | -60.4% |
| 10Y | +61.4% | +129.4% | -68.0% | +22.2% |
| All | +174.6% | +385.0% | -210.4% | +62.6% |
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