-46.5%
APTV vs ZBH
+11.3%
-57.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +13.5% | -8.8% | +3.0% |
| 7D | -1.9% | +14.3% | -16.1% | -3.4% |
| 30D | -1.4% | +20.3% | -21.7% | -3.4% |
| 3M | -9.3% | +15.3% | -24.6% | -10.8% |
| 6M | -27.3% | +33.9% | -61.3% | -29.0% |
| YTD | -43.1% | +23.5% | -66.6% | -44.0% |
| 1Y | -46.5% | +7.9% | -54.4% | -47.7% |
| All | -46.5% | +11.3% | -57.8% | -47.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling