+117.1%
AA vs ZBH
-17.1%
+134.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.3% | -2.5% | -3.4% |
| 7D | -5.4% | -6.6% | +1.2% | -1.6% |
| 30D | -10.7% | -4.9% | -5.8% | -8.3% |
| 3M | -26.2% | +5.1% | -31.3% | -29.4% |
| 6M | -20.9% | +1.3% | -22.3% | -23.1% |
| YTD | -8.6% | +3.4% | -12.0% | -12.6% |
| 1Y | +57.4% | -8.7% | +66.1% | +59.7% |
| 3Y | +77.8% | -21.2% | +99.0% | +94.4% |
| 5Y | +2.7% | -29.2% | +31.9% | +18.5% |
| All | +117.1% | -17.1% | +134.3% | +126.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 10y: compounded portfolio wealth divided by compounded ZBH 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…
10y analysis · Full analysis span regression · 6 months rolling