-15.3%
ZBH vs AMBA
-69.7%
+54.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.2% |
| 7D | -2.3% | +2.7% | -4.9% | -2.4% |
| 30D | +12.5% | -2.2% | +14.6% | +12.5% |
| 3M | +3.9% | -26.6% | +30.6% | +6.1% |
| 6M | +25.4% | -26.8% | +52.2% | +26.2% |
| YTD | +15.7% | -15.1% | +30.8% | +13.8% |
| 1Y | +15.2% | -32.3% | +47.4% | +15.8% |
| 3Y | +0.3% | +19.8% | -19.5% | -10.4% |
| All | -15.3% | -69.7% | +54.5% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 5y: compounded portfolio wealth divided by compounded AMBA 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…
5y analysis · Full analysis span regression · 6 months rolling