+296.4%
ARM vs ZBH
-16.6%
+313.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.9% | +4.8% | +4.0% |
| 7D | +5.5% | -2.8% | +8.3% | +5.7% |
| 30D | -8.2% | -0.1% | -8.1% | -8.2% |
| 3M | -35.9% | +13.4% | -49.4% | -37.5% |
| 6M | +103.1% | +3.0% | +100.1% | +102.0% |
| YTD | +130.6% | +9.7% | +121.0% | +126.5% |
| 1Y | +86.1% | -5.4% | +91.5% | +87.4% |
| All | +296.4% | -16.6% | +313.0% | +289.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling