+95.6%
ZBH vs AMBA
+772.6%
-677.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.1% | -7.3% | -1.8% |
| 7D | +11.7% | -7.2% | +19.0% | +12.4% |
| 30D | +19.3% | -10.4% | +29.7% | +20.4% |
| 3M | +8.9% | -30.1% | +39.1% | +12.3% |
| 6M | +28.2% | -22.4% | +50.6% | +28.0% |
| YTD | +18.4% | -17.3% | +35.7% | +16.7% |
| 1Y | +20.6% | -35.4% | +56.0% | +21.8% |
| 3Y | -0.6% | +18.6% | -19.2% | -10.3% |
| 5Y | -19.7% | -69.8% | +50.1% | -19.0% |
| 10Y | +14.7% | +1.1% | +13.6% | -5.7% |
| All | +95.6% | +772.6% | -677.0% | +26.5% |
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