-30.8%
AMT vs ZBH
-31.2%
+0.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.9% | +3.9% | +1.0% |
| 7D | -0.2% | -5.2% | +5.0% | +1.3% |
| 30D | +1.8% | -2.4% | +4.3% | +2.5% |
| 3M | -6.2% | +8.3% | -14.4% | -8.5% |
| 6M | -5.0% | +0.7% | -5.6% | -5.8% |
| YTD | +2.1% | +5.3% | -3.3% | -0.4% |
| 1Y | -5.7% | -9.1% | +3.3% | -4.4% |
| 3Y | +7.9% | -19.7% | +27.6% | +13.1% |
| All | -30.8% | -31.2% | +0.5% | -28.2% |
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