+1,375.2%
APD vs ZBH
+326.1%
+1,049.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -1.2% | -2.4% | +1.3% | -0.2% |
| 30D | +11.0% | +16.6% | -5.6% | +4.4% |
| 3M | +2.6% | +10.8% | -8.3% | -1.9% |
| 6M | +4.8% | +35.8% | -30.9% | -7.9% |
| YTD | +31.0% | +20.5% | +10.5% | +19.5% |
| 1Y | +23.4% | +22.7% | +0.7% | +11.7% |
| 3Y | +28.4% | +4.9% | +23.5% | +20.8% |
| 5Y | +15.2% | -12.8% | +28.0% | +14.9% |
| 10Y | +190.7% | +22.7% | +168.0% | +140.5% |
| All | +1,375.2% | +326.1% | +1,049.1% | +589.9% |
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 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