+1,490.9%
AMT vs ZBH
+309.2%
+1,181.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.4% |
| 7D | +1.5% | -2.3% | +3.8% | +2.2% |
| 30D | +6.8% | +12.5% | -5.6% | +2.8% |
| 3M | +11.2% | +3.9% | +7.3% | +9.4% |
| 6M | +12.5% | +25.4% | -13.0% | +4.1% |
| YTD | +12.5% | +15.7% | -3.2% | +6.1% |
| 1Y | +10.1% | +15.2% | -5.1% | +3.9% |
| 3Y | +16.0% | +0.3% | +15.7% | +12.2% |
| 5Y | -17.2% | -16.1% | -1.1% | -16.2% |
| 10Y | +135.2% | +17.8% | +117.4% | +101.4% |
| All | +1,490.9% | +309.2% | +1,181.7% | +867.6% |
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