+199.6%
ARM vs ZBH
-12.0%
+211.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.3% | -3.3% | -4.6% |
| 7D | +9.1% | -2.3% | +11.4% | +9.2% |
| 30D | -19.9% | +12.5% | -32.4% | -20.1% |
| 3M | -31.6% | +3.9% | -35.6% | -31.4% |
| 6M | -13.9% | +25.4% | -39.3% | -16.8% |
| YTD | +74.3% | +15.7% | +58.6% | +71.5% |
| 1Y | +35.8% | +15.2% | +20.6% | +33.6% |
| 3Y | +268.6% | +0.3% | +268.3% | +231.3% |
| All | +199.6% | -12.0% | +211.6% | +194.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling