+7.7%
AAL vs ZBH
+11.3%
-3.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +13.5% | -7.2% | +3.8% |
| 7D | +8.3% | +14.3% | -5.9% | +5.6% |
| 30D | +6.2% | +20.3% | -14.1% | +2.9% |
| 3M | -17.7% | +15.3% | -33.0% | -19.9% |
| 6M | +15.4% | +33.9% | -18.5% | +10.9% |
| YTD | -11.1% | +23.5% | -34.6% | -13.9% |
| 1Y | +7.7% | +7.9% | -0.2% | +2.3% |
| All | +7.7% | +11.3% | -3.6% | +2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling