+187.9%
APA vs ZBH
+287.8%
-99.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -2.7% |
| 7D | +0.5% | -2.8% | +3.4% | +2.1% |
| 30D | +23.4% | -0.1% | +23.5% | +23.2% |
| 3M | +12.7% | +13.4% | -0.7% | +4.1% |
| 6M | +39.4% | +3.0% | +36.4% | +33.9% |
| YTD | +79.0% | +9.7% | +69.3% | +65.6% |
| 1Y | +88.8% | -5.4% | +94.2% | +87.0% |
| 3Y | +6.4% | -15.6% | +21.9% | +9.3% |
| 5Y | +153.0% | -28.1% | +181.1% | +179.3% |
| 10Y | +7.5% | -15.2% | +22.8% | +14.1% |
| All | +187.9% | +287.8% | -99.9% | +79.6% |
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