+193.0%
ARM vs ZBH
-7.6%
+200.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.6% | +4.1% | +6.6% |
| 7D | -5.3% | +11.3% | -16.6% | -5.4% |
| 30D | -30.0% | +21.5% | -51.6% | -30.4% |
| 3M | -34.1% | +12.5% | -46.6% | -34.2% |
| 6M | -12.6% | +32.3% | -44.9% | -15.9% |
| YTD | +70.4% | +21.4% | +49.0% | +67.4% |
| 1Y | +22.3% | +23.7% | -1.5% | +19.6% |
| 3Y | +261.2% | +7.0% | +254.1% | +220.4% |
| All | +193.0% | -7.6% | +200.6% | +187.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling