+322.4%
ZBH vs ALK
+496.4%
-174.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.4% | +0.4% |
| 7D | -2.4% | +2.6% | -5.0% | -2.9% |
| 30D | +16.6% | +7.8% | +8.8% | +14.9% |
| 3M | +10.8% | -15.2% | +26.1% | +14.0% |
| 6M | +35.8% | +5.0% | +30.7% | +33.0% |
| YTD | +20.5% | -18.4% | +38.9% | +22.5% |
| 1Y | +22.7% | -2.4% | +25.1% | +20.4% |
| 3Y | +4.9% | +19.8% | -14.9% | -5.5% |
| 5Y | -12.8% | -27.8% | +15.0% | -14.4% |
| 10Y | +22.7% | -42.0% | +64.6% | +16.8% |
| All | +322.4% | +496.4% | -174.0% | +145.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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