+506.6%
APP vs ZBH
-31.3%
+537.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -3.2% |
| 7D | +61.1% | +10.6% | +50.5% | +54.4% |
| 30D | +42.8% | +20.4% | +22.4% | +32.5% |
| 3M | +16.7% | +10.0% | +6.6% | +11.9% |
| 6M | -15.6% | +31.0% | -46.6% | -25.4% |
| YTD | -41.3% | +20.3% | -61.6% | -46.8% |
| 1Y | -39.3% | +22.2% | -61.5% | -45.5% |
| 3Y | +803.2% | +4.7% | +798.5% | +715.9% |
| 5Y | +313.2% | -13.7% | +326.8% | +303.4% |
| All | +506.6% | -31.3% | +537.9% | +547.1% |
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