+1,475.5%
AMT vs ZBH
+314.6%
+1,161.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | +0.6% |
| 7D | -2.2% | -2.1% | 0.0% | -1.5% |
| 30D | +5.8% | +13.6% | -7.8% | +1.5% |
| 3M | +12.6% | +7.1% | +5.5% | +9.8% |
| 6M | +8.3% | +26.1% | -17.8% | +0.1% |
| YTD | +11.4% | +17.2% | -5.8% | +4.7% |
| 1Y | +7.7% | +17.4% | -9.7% | +1.1% |
| 3Y | +14.8% | +2.0% | +12.8% | +10.4% |
| 5Y | -18.0% | -15.0% | -3.0% | -17.4% |
| 10Y | +133.0% | +19.4% | +113.6% | +98.7% |
| All | +1,475.5% | +314.6% | +1,161.0% | +854.5% |
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