+1,344.2%
AMT vs ZBH
+287.8%
+1,056.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.8% |
| 7D | -0.2% | -2.8% | +2.6% | +0.7% |
| 30D | +4.6% | -0.1% | +4.7% | +4.6% |
| 3M | -8.4% | +13.4% | -21.9% | -12.2% |
| 6M | -6.0% | +3.0% | -9.0% | -7.6% |
| YTD | +2.1% | +9.7% | -7.5% | -1.7% |
| 1Y | -6.4% | -5.4% | -1.0% | -6.2% |
| 3Y | +8.1% | -15.6% | +23.6% | +10.5% |
| 5Y | -31.9% | -28.1% | -3.8% | -27.7% |
| 10Y | +97.1% | -15.2% | +112.4% | +87.6% |
| All | +1,344.2% | +287.8% | +1,056.4% | +796.6% |
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