-9.0%
AUR vs ZBH
+11.3%
-20.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +13.5% | -17.9% | -3.5% |
| 7D | -19.8% | +14.3% | -34.1% | -19.0% |
| 30D | -29.0% | +20.3% | -49.3% | -28.3% |
| 3M | -43.6% | +15.3% | -58.8% | -43.0% |
| 6M | -36.6% | +33.9% | -70.6% | -37.6% |
| YTD | +6.3% | +23.5% | -17.2% | +6.9% |
| 1Y | -9.0% | +7.9% | -16.9% | -7.7% |
| All | -9.0% | +11.3% | -20.3% | -7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling