+1,509.5%
ATI vs ZBH
+272.6%
+1,236.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.9% | +2.3% | +0.8% |
| 7D | +3.2% | -5.2% | +8.4% | +6.5% |
| 30D | -9.0% | -2.4% | -6.6% | -7.9% |
| 3M | +15.1% | +8.3% | +6.8% | +7.6% |
| 6M | +38.1% | +0.7% | +37.5% | +33.9% |
| YTD | +80.7% | +5.3% | +75.3% | +69.4% |
| 1Y | +167.5% | -9.1% | +176.6% | +169.6% |
| 3Y | +366.0% | -19.7% | +385.7% | +385.8% |
| 5Y | +1,088.8% | -31.3% | +1,120.0% | +1,232.3% |
| 10Y | +1,055.0% | -18.9% | +1,073.9% | +1,049.1% |
| All | +1,509.5% | +272.6% | +1,236.9% | +793.0% |
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