-23.7%
AA vs ZBH
+272.6%
-296.3%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.9% | +7.5% | +5.8% |
| 7D | +1.7% | -5.2% | +6.9% | +4.7% |
| 30D | +3.3% | -2.4% | +5.7% | +4.4% |
| 3M | -29.4% | +8.3% | -37.7% | -33.4% |
| 6M | -12.8% | +0.7% | -13.5% | -14.7% |
| YTD | -2.1% | +5.3% | -7.5% | -7.1% |
| 1Y | +62.8% | -9.1% | +71.8% | +65.6% |
| 3Y | +90.5% | -19.7% | +110.2% | +104.4% |
| 5Y | +19.1% | -31.3% | +50.4% | +38.5% |
| 10Y | +124.8% | -18.9% | +143.7% | +131.0% |
| All | -23.7% | +272.6% | -296.3% | -61.5% |
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