+672.3%
AU vs ZBH
-16.2%
+688.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.3% |
| 7D | -4.3% | -4.7% | +0.4% | -3.6% |
| 30D | +7.3% | -4.5% | +11.8% | +8.0% |
| 3M | +26.3% | +7.6% | +18.8% | +24.7% |
| 6M | +1.8% | +0.3% | +1.5% | +1.5% |
| YTD | +26.8% | +4.5% | +22.3% | +25.7% |
| 1Y | +66.7% | -9.4% | +76.1% | +67.9% |
| 3Y | +579.1% | -21.5% | +600.6% | +595.8% |
| 5Y | +689.3% | -28.4% | +717.7% | +712.1% |
| All | +672.3% | -16.2% | +688.5% | +595.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling