+133.7%
AFL vs ZBH
-28.6%
+162.4%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.4% |
| 7D | -1.6% | -4.7% | +3.0% | -0.5% |
| 30D | -4.0% | -4.5% | +0.5% | -3.0% |
| 3M | -0.5% | +7.6% | -8.1% | -2.5% |
| 6M | +6.5% | +0.3% | +6.2% | +5.8% |
| YTD | +6.2% | +4.5% | +1.6% | +4.2% |
| 1Y | +8.3% | -9.4% | +17.7% | +9.6% |
| 3Y | +62.5% | -21.5% | +84.0% | +69.8% |
| All | +133.7% | -28.6% | +162.4% | +145.1% |
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