-23.4%
ZBH vs AMDL
+117.8%
-141.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +11.7% | -15.6% | -3.7% |
| 7D | -5.2% | +19.9% | -25.2% | -4.9% |
| 30D | -2.4% | +6.3% | -8.7% | -2.2% |
| 3M | +8.3% | -9.9% | +18.1% | +8.5% |
| 6M | +0.7% | +394.3% | -393.7% | +1.3% |
| YTD | +5.3% | +257.3% | -252.0% | +5.8% |
| 1Y | -9.1% | +508.5% | -517.6% | -9.6% |
| All | -23.4% | +117.8% | -141.2% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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