+284.4%
ZBH vs AME
+6,357.8%
-6,073.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.5% |
| 7D | -2.8% | +0.6% | -3.4% | -3.1% |
| 30D | -0.1% | -6.7% | +6.6% | +2.7% |
| 3M | +13.4% | +4.1% | +9.4% | +11.0% |
| 6M | +3.0% | +1.6% | +1.4% | +1.5% |
| YTD | +9.7% | +16.1% | -6.5% | +1.9% |
| 1Y | -5.4% | +27.3% | -32.7% | -15.7% |
| 3Y | -15.6% | +50.9% | -66.4% | -31.5% |
| 5Y | -28.1% | +81.4% | -109.5% | -46.5% |
| 10Y | -15.2% | +417.0% | -432.2% | -59.0% |
| All | +284.4% | +6,357.8% | -6,073.4% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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