-13.3%
ZBH vs AS
+131.9%
-145.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.6% | +0.3% |
| 7D | -2.4% | -3.0% | +0.6% | -2.2% |
| 30D | +16.6% | +9.6% | +7.0% | +15.9% |
| 3M | +10.8% | -8.2% | +19.0% | +11.3% |
| 6M | +35.8% | -9.9% | +45.7% | +36.4% |
| YTD | +20.5% | -16.8% | +37.3% | +21.3% |
| 1Y | +22.7% | +3.0% | +19.8% | +22.4% |
| All | -13.3% | +131.9% | -145.2% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 3y: compounded portfolio wealth divided by compounded AS 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…
3y analysis · Full analysis span regression · 6 months rolling