+179.9%
APTV vs ZBH
+115.0%
+64.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.9% | -0.7% | -2.5% |
| 7D | +2.0% | -5.2% | +7.2% | +5.0% |
| 30D | -7.7% | -2.4% | -5.3% | -6.5% |
| 3M | -34.0% | +8.3% | -42.3% | -37.3% |
| 6M | -37.1% | +0.7% | -37.8% | -38.4% |
| YTD | -39.9% | +5.3% | -45.2% | -42.8% |
| 1Y | -44.4% | -9.1% | -35.4% | -43.5% |
| 3Y | -54.5% | -19.7% | -34.8% | -51.6% |
| 5Y | -69.1% | -31.3% | -37.8% | -64.3% |
| 10Y | -20.0% | -18.9% | -1.1% | -20.9% |
| All | +179.9% | +115.0% | +64.9% | +65.5% |
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