+528.8%
APP vs ZBH
-30.6%
+559.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.6% | +2.2% | +3.8% |
| 7D | +79.2% | +11.3% | +67.9% | +71.3% |
| 30D | +48.0% | +21.5% | +26.5% | +36.9% |
| 3M | +18.2% | +12.5% | +5.7% | +12.4% |
| 6M | -12.5% | +32.3% | -44.8% | -22.9% |
| YTD | -39.2% | +21.4% | -60.6% | -45.0% |
| 1Y | -33.9% | +23.7% | -57.6% | -41.0% |
| 3Y | +933.3% | +7.0% | +926.2% | +822.0% |
| 5Y | +295.9% | -13.2% | +309.1% | +285.4% |
| All | +528.8% | -30.6% | +559.4% | +568.4% |
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