+22.7%
ZBH vs AVAV
+339.7%
-317.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | +0.1% |
| 7D | -2.4% | +9.9% | -12.3% | -3.4% |
| 30D | +16.6% | -5.4% | +22.0% | +16.8% |
| 3M | +10.8% | -36.5% | +47.4% | +15.1% |
| 6M | +35.8% | -25.3% | +61.0% | +37.2% |
| YTD | +20.5% | -48.6% | +69.0% | +24.8% |
| 1Y | +22.7% | -62.1% | +84.8% | +31.3% |
| 3Y | +4.9% | +2.3% | +2.6% | -6.0% |
| 5Y | -12.8% | +35.4% | -48.2% | -27.8% |
| All | +22.7% | +339.7% | -317.0% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 10y: compounded portfolio wealth divided by compounded AVAV 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…
10y analysis · Full analysis span regression · 6 months rolling