+1,321.4%
ATI vs ZBH
+309.2%
+1,012.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.3% | -2.4% | -2.9% |
| 7D | +4.2% | -2.3% | +6.4% | +5.6% |
| 30D | -2.5% | +12.5% | -15.0% | -10.3% |
| 3M | -19.4% | +3.9% | -23.4% | -22.7% |
| 6M | +11.1% | +25.4% | -14.4% | -6.8% |
| YTD | +59.5% | +15.7% | +43.8% | +39.1% |
| 1Y | +85.8% | +15.2% | +70.6% | +62.1% |
| 3Y | +311.9% | +0.3% | +311.6% | +266.9% |
| 5Y | +963.2% | -16.1% | +979.3% | +937.0% |
| 10Y | +977.6% | +17.8% | +959.8% | +737.6% |
| All | +1,321.4% | +309.2% | +1,012.1% | +633.1% |
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 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