+52.7%
ZBH vs AMP
+2,089.3%
-2,036.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.7% |
| 7D | -4.9% | 0.0% | -4.9% | -4.9% |
| 30D | -3.2% | -1.0% | -2.2% | -2.9% |
| 3M | +5.8% | +23.2% | -17.4% | -0.9% |
| 6M | +2.0% | +20.4% | -18.4% | -4.0% |
| YTD | +5.8% | +13.6% | -7.9% | +1.0% |
| 1Y | -7.9% | +13.4% | -21.3% | -12.2% |
| 3Y | -19.4% | +66.5% | -85.9% | -33.0% |
| 5Y | -29.5% | +120.2% | -149.7% | -47.1% |
| 10Y | -15.5% | +576.5% | -592.0% | -56.9% |
| All | +52.7% | +2,089.3% | -2,036.7% | -45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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