-99.0%
AMC vs ZBH
-18.0%
-81.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.4% | -4.3% | -4.1% |
| 7D | -6.8% | -4.9% | -1.9% | -4.4% |
| 30D | +1.7% | -3.2% | +4.9% | +3.3% |
| 3M | +26.8% | +5.8% | +21.0% | +22.1% |
| 6M | +117.7% | +2.0% | +115.7% | +112.6% |
| YTD | +57.7% | +5.8% | +51.9% | +49.9% |
| 1Y | -12.5% | -7.9% | -4.5% | -11.5% |
| 3Y | -65.7% | -19.4% | -46.4% | -64.0% |
| 5Y | -99.5% | -29.5% | -70.0% | -99.4% |
| 10Y | -99.0% | -15.5% | -83.4% | -99.1% |
| All | -99.0% | -18.0% | -81.0% | -99.1% |
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 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