+86.1%
ARM vs ZBH
-5.6%
+91.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.9% | +4.8% | +3.8% |
| 7D | +5.5% | -2.8% | +8.3% | +5.2% |
| 30D | -8.2% | -0.1% | -8.1% | -8.2% |
| 3M | -35.9% | +13.4% | -49.4% | -36.3% |
| 6M | +103.1% | +3.0% | +100.1% | +104.7% |
| YTD | +130.6% | +9.7% | +121.0% | +131.6% |
| 1Y | +86.1% | -5.4% | +91.5% | +86.2% |
| All | +86.1% | -5.6% | +91.7% | +86.2% |
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