-17.0%
AAOI vs ZBH
+2.4%
-19.5%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +2.9% |
| 7D | -0.2% | -4.7% | +4.5% | -4.0% |
| 30D | -23.7% | -4.5% | -19.2% | -26.2% |
| 3M | -39.0% | +7.6% | -46.6% | -35.4% |
| 6M | -17.0% | +0.3% | -17.3% | -5.5% |
| All | -17.0% | +2.4% | -19.5% | -5.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling