+175.6%
APA vs ZBH
-31.0%
+206.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.4% | +2.5% | +2.8% |
| 7D | +0.3% | -4.9% | +5.2% | +2.0% |
| 30D | +9.3% | -3.2% | +12.6% | +10.3% |
| 3M | +23.3% | +5.8% | +17.5% | +20.0% |
| 6M | +39.5% | +2.0% | +37.5% | +36.6% |
| YTD | +87.6% | +5.8% | +81.8% | +80.5% |
| 1Y | +114.2% | -7.9% | +122.2% | +116.4% |
| 3Y | +13.6% | -19.4% | +32.9% | +19.9% |
| 5Y | +175.6% | -29.5% | +205.1% | +197.5% |
| All | +175.6% | -31.0% | +206.5% | +197.5% |
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 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