-20.3%
ZBH vs AMDL
+95.0%
-115.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +9.2% | -10.1% | -0.7% |
| 7D | -2.8% | +4.5% | -7.4% | -2.7% |
| 30D | -0.1% | -4.4% | +4.3% | -0.1% |
| 3M | +13.4% | -30.5% | +43.9% | +13.4% |
| 6M | +3.0% | +300.9% | -297.9% | +3.4% |
| YTD | +9.7% | +219.9% | -210.3% | +10.0% |
| 1Y | -5.4% | +374.7% | -380.1% | -5.9% |
| All | -20.3% | +95.0% | -115.3% | -20.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling