+732.5%
AU vs ZBH
+265.6%
+466.9%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.3% | -2.0% | -3.8% |
| 7D | -7.0% | -6.6% | -0.4% | -5.6% |
| 30D | +7.3% | -4.9% | +12.2% | +8.4% |
| 3M | +33.2% | +5.1% | +28.1% | +31.4% |
| 6M | -0.6% | +1.3% | -2.0% | -1.3% |
| YTD | +26.2% | +3.4% | +22.8% | +24.7% |
| 1Y | +68.3% | -8.7% | +77.0% | +69.7% |
| 3Y | +592.1% | -21.2% | +613.3% | +611.2% |
| 5Y | +685.3% | -29.2% | +714.5% | +717.4% |
| 10Y | +682.5% | -17.5% | +700.0% | +642.9% |
| All | +732.5% | +265.6% | +466.9% | +555.8% |
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