-97.7%
AMC vs ZBH
+33.5%
-131.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.5% |
| 7D | +2.6% | +11.7% | -9.1% | -2.8% |
| 30D | +9.0% | +19.3% | -10.3% | -0.3% |
| 3M | +22.2% | +8.9% | +13.2% | +16.7% |
| 6M | +91.5% | +28.2% | +63.3% | +66.7% |
| YTD | +101.3% | +18.4% | +82.9% | +80.7% |
| 1Y | +20.8% | +20.6% | +0.2% | +7.4% |
| 3Y | -71.3% | -0.6% | -70.7% | -73.1% |
| 5Y | -99.2% | -19.7% | -79.5% | -99.2% |
| 10Y | -98.7% | +14.7% | -113.4% | -99.0% |
| All | -97.7% | +33.5% | -131.2% | -98.3% |
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