-7.9%
ZBH vs AR
+21.2%
-29.1%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -4.9% | -1.2% | -3.7% | -4.9% |
| 30D | -3.2% | +5.5% | -8.8% | -3.2% |
| 3M | +5.8% | +12.9% | -7.0% | +5.9% |
| 6M | +2.0% | +0.1% | +1.9% | +1.7% |
| YTD | +5.8% | +13.5% | -7.7% | +5.6% |
| 1Y | -7.9% | +21.6% | -29.5% | -7.7% |
| All | -7.9% | +21.2% | -29.1% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 1y: compounded portfolio wealth divided by compounded AR 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…
1y analysis · Full analysis span regression · 6 months rolling