+391.7%
APP vs ZBH
-37.3%
+429.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.5% |
| 7D | +0.9% | -2.8% | +3.7% | +1.9% |
| 30D | -23.3% | -0.1% | -23.2% | -23.2% |
| 3M | -42.6% | +13.4% | -56.1% | -45.9% |
| 6M | -33.6% | +3.0% | -36.6% | -35.1% |
| YTD | -52.4% | +9.7% | -62.1% | -55.1% |
| 1Y | -35.9% | -5.4% | -30.5% | -35.8% |
| 3Y | +642.2% | -15.6% | +657.8% | +663.2% |
| 5Y | +311.1% | -28.1% | +339.2% | +326.0% |
| All | +391.7% | -37.3% | +429.0% | +446.0% |
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