+6.2%
APD vs ZBH
-20.1%
+26.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.9% | +2.7% | -0.3% |
| 7D | -2.5% | -5.2% | +2.7% | -1.3% |
| 30D | -1.9% | -2.4% | +0.5% | -1.3% |
| 3M | +8.2% | +8.3% | 0.0% | +5.7% |
| 6M | +10.7% | +0.7% | +10.1% | +10.1% |
| YTD | +22.9% | +5.3% | +17.6% | +20.1% |
| 1Y | +5.8% | -9.1% | +14.9% | +7.5% |
| All | +6.2% | -20.1% | +26.3% | +9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling