+12.4%
AA vs ZBH
-31.0%
+43.3%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.1% |
| 7D | -0.6% | -4.9% | +4.3% | +1.7% |
| 30D | -1.6% | -3.2% | +1.7% | -0.4% |
| 3M | -29.8% | +5.8% | -35.6% | -32.5% |
| 6M | -16.6% | +2.0% | -18.6% | -18.6% |
| YTD | -4.0% | +5.8% | -9.8% | -8.4% |
| 1Y | +63.5% | -7.9% | +71.5% | +65.6% |
| 3Y | +86.8% | -19.4% | +106.1% | +101.9% |
| 5Y | +12.4% | -29.5% | +41.9% | +21.4% |
| All | +12.4% | -31.0% | +43.3% | +21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling