+174.6%
ARM vs ZBH
-10.0%
+184.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.2% | +5.9% | +4.8% |
| 7D | -15.2% | +11.7% | -26.9% | -15.3% |
| 30D | -40.7% | +19.3% | -60.0% | -41.0% |
| 3M | -39.1% | +8.9% | -48.0% | -39.1% |
| 6M | -26.4% | +28.2% | -54.6% | -29.0% |
| YTD | +59.7% | +18.4% | +41.4% | +57.1% |
| 1Y | +10.3% | +20.6% | -10.2% | +8.0% |
| 3Y | +228.9% | -0.6% | +229.5% | +201.5% |
| All | +174.6% | -10.0% | +184.6% | +169.9% |
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