-35.9%
AAL vs ZBH
-31.0%
-5.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | 0.0% |
| 7D | -1.3% | -4.9% | +3.6% | +1.0% |
| 30D | -13.7% | -3.2% | -10.5% | -12.5% |
| 3M | -8.2% | +5.8% | -14.0% | -11.0% |
| 6M | +13.1% | +2.0% | +11.1% | +10.9% |
| YTD | -15.6% | +5.8% | -21.4% | -19.0% |
| 1Y | +1.4% | -7.9% | +9.3% | +2.7% |
| 3Y | -7.4% | -19.4% | +11.9% | -1.1% |
| 5Y | -35.9% | -29.5% | -6.4% | -30.6% |
| All | -35.9% | -31.0% | -5.0% | -30.6% |
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