+88.8%
APA vs ZBH
-15.5%
+104.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.7% | +4.7% | +2.7% |
| 7D | +9.6% | -2.1% | +11.8% | +10.2% |
| 30D | -0.2% | +13.6% | -13.8% | -4.9% |
| 3M | +19.8% | +7.1% | +12.7% | +16.2% |
| 6M | +30.1% | +26.1% | +4.0% | +18.1% |
| YTD | +100.4% | +17.2% | +83.2% | +84.9% |
| 1Y | +105.2% | +17.4% | +87.8% | +89.0% |
| 3Y | +44.6% | +2.0% | +42.6% | +37.2% |
| 5Y | +88.8% | -15.0% | +103.8% | +104.9% |
| All | +88.8% | -15.5% | +104.3% | +104.9% |
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