+2,654.8%
AMD vs ZBH
+318.7%
+2,336.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.2% | +12.2% | +11.6% |
| 7D | -11.0% | +11.7% | -22.8% | -15.6% |
| 30D | -30.5% | +19.3% | -49.8% | -36.1% |
| 3M | -8.2% | +8.9% | -17.2% | -12.8% |
| 6M | +6.6% | +28.2% | -21.6% | -7.8% |
| YTD | +109.7% | +18.4% | +91.3% | +85.5% |
| 1Y | +88.9% | +20.6% | +68.3% | +65.2% |
| 3Y | +301.8% | -0.6% | +302.4% | +267.4% |
| 5Y | +229.4% | -19.7% | +249.1% | +234.9% |
| 10Y | +6,745.1% | +14.7% | +6,730.4% | +5,378.0% |
| All | +2,654.8% | +318.7% | +2,336.2% | +1,240.1% |
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 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