+337.5%
AMD vs ZBH
-27.9%
+365.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.9% | +5.6% | +4.9% |
| 7D | +2.6% | -2.8% | +5.4% | +3.2% |
| 30D | -0.9% | -0.1% | -0.8% | -1.0% |
| 3M | -8.7% | +13.4% | -22.1% | -12.7% |
| 6M | +136.3% | +3.0% | +133.4% | +132.2% |
| YTD | +123.0% | +9.7% | +113.3% | +113.2% |
| 1Y | +195.2% | -5.4% | +200.6% | +194.9% |
| 3Y | +336.3% | -15.6% | +351.9% | +349.8% |
| All | +337.5% | -27.9% | +365.5% | +325.9% |
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