+100.7%
ZBH vs AMBA
+818.6%
-717.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.3% | -2.7% | +2.1% |
| 7D | +11.3% | 0.0% | +11.3% | +11.2% |
| 30D | +21.5% | -8.6% | +30.1% | +22.4% |
| 3M | +12.5% | -29.0% | +41.5% | +15.8% |
| 6M | +32.3% | -19.2% | +51.5% | +31.7% |
| YTD | +21.4% | -13.0% | +34.4% | +19.2% |
| 1Y | +23.7% | -31.3% | +55.0% | +24.2% |
| 3Y | +7.0% | +28.1% | -21.1% | -4.1% |
| 5Y | -13.2% | -69.4% | +56.2% | -12.4% |
| 10Y | +19.3% | +7.6% | +11.7% | -2.5% |
| All | +100.7% | +818.6% | -717.9% | +29.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling