+222.5%
APA vs ZBH
+314.6%
-92.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.7% | +4.7% | +3.4% |
| 7D | +9.6% | -2.1% | +11.8% | +10.7% |
| 30D | -0.2% | +13.6% | -13.8% | -8.2% |
| 3M | +19.8% | +7.1% | +12.7% | +13.1% |
| 6M | +30.1% | +26.1% | +4.0% | +11.4% |
| YTD | +100.4% | +17.2% | +83.2% | +75.6% |
| 1Y | +105.2% | +17.4% | +87.8% | +79.4% |
| 3Y | +44.6% | +2.0% | +42.6% | +32.0% |
| 5Y | +88.8% | -15.0% | +103.8% | +87.3% |
| 10Y | +6.6% | +19.4% | -12.8% | -4.1% |
| All | +222.5% | +314.6% | -92.1% | +90.4% |
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