+315.5%
ARM vs ZBH
-19.5%
+335.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +1.0% |
| 7D | +12.5% | -4.9% | +17.4% | +13.0% |
| 30D | -1.4% | -3.2% | +1.9% | -1.1% |
| 3M | -18.7% | +5.8% | -24.5% | -19.8% |
| 6M | +124.6% | +2.0% | +122.7% | +123.0% |
| YTD | +141.7% | +5.8% | +135.9% | +138.1% |
| 1Y | +87.7% | -7.9% | +95.6% | +89.1% |
| All | +315.5% | -19.5% | +335.1% | +309.1% |
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