-27.6%
AAL vs ZBH
+74.9%
-102.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.2% |
| 7D | -0.1% | -2.3% | +2.2% | +1.7% |
| 30D | +11.7% | +12.5% | -0.8% | +2.8% |
| 3M | -12.5% | +3.9% | -16.5% | -15.6% |
| 6M | +3.6% | +25.4% | -21.8% | -13.3% |
| YTD | -14.1% | +15.7% | -29.8% | -25.0% |
| 1Y | +0.8% | +15.2% | -14.4% | -11.8% |
| 3Y | +11.8% | +0.3% | +11.5% | +1.3% |
| 5Y | -35.1% | -16.1% | -19.0% | -33.6% |
| 10Y | -68.3% | +17.8% | -86.1% | -75.7% |
| All | -27.6% | +74.9% | -102.6% | -67.3% |
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 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