+295.8%
AFL vs ZBH
-16.2%
+312.0%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.3% |
| 7D | -1.6% | -4.7% | +3.0% | +0.2% |
| 30D | -4.0% | -4.5% | +0.5% | -2.4% |
| 3M | -0.5% | +7.6% | -8.1% | -3.8% |
| 6M | +6.5% | +0.3% | +6.2% | +5.2% |
| YTD | +6.2% | +4.5% | +1.6% | +2.8% |
| 1Y | +8.3% | -9.4% | +17.7% | +10.0% |
| 3Y | +62.5% | -21.5% | +84.0% | +71.9% |
| 5Y | +136.2% | -28.4% | +164.6% | +154.3% |
| All | +295.8% | -16.2% | +312.0% | +265.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling