-41.3%
AA vs ZBH
+309.2%
-350.5%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.0% |
| 7D | +0.5% | -2.3% | +2.8% | +1.9% |
| 30D | -0.6% | +12.5% | -13.1% | -7.7% |
| 3M | -19.7% | +3.9% | -23.6% | -22.5% |
| 6M | -41.6% | +25.4% | -67.0% | -50.0% |
| YTD | -24.6% | +15.7% | -40.3% | -32.9% |
| 1Y | +4.9% | +15.2% | -10.3% | -6.6% |
| 3Y | +66.8% | +0.3% | +66.5% | +55.3% |
| 5Y | -19.4% | -16.1% | -3.4% | -16.9% |
| 10Y | +43.1% | +17.8% | +25.3% | +19.5% |
| All | -41.3% | +309.2% | -350.5% | -72.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling