+1,300.9%
APD vs ZBH
+287.8%
+1,013.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.6% |
| 7D | -2.2% | -2.8% | +0.6% | -1.2% |
| 30D | +2.1% | -0.1% | +2.2% | +2.1% |
| 3M | +7.2% | +13.4% | -6.3% | +1.5% |
| 6M | +11.2% | +3.0% | +8.3% | +8.6% |
| YTD | +24.4% | +9.7% | +14.7% | +18.2% |
| 1Y | +6.7% | -5.4% | +12.1% | +6.7% |
| 3Y | +9.2% | -15.6% | +24.8% | +12.3% |
| 5Y | +27.4% | -28.1% | +55.5% | +37.0% |
| 10Y | +164.8% | -15.2% | +180.1% | +152.9% |
| All | +1,300.9% | +287.8% | +1,013.1% | +582.8% |
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