+56.8%
ZBH vs AVAV
+351.0%
-294.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +10.5% | -11.6% | -2.3% |
| 7D | +11.7% | -10.6% | +22.3% | +12.8% |
| 30D | +19.3% | -18.8% | +38.1% | +21.7% |
| 3M | +8.9% | -34.1% | +43.0% | +13.4% |
| 6M | +28.2% | -35.3% | +63.5% | +31.9% |
| YTD | +18.4% | -53.4% | +71.8% | +24.8% |
| 1Y | +20.6% | -65.6% | +86.2% | +31.7% |
| 3Y | -0.6% | -5.1% | +4.5% | -9.9% |
| 5Y | -19.7% | +18.5% | -38.3% | -32.1% |
| 10Y | +14.7% | +369.8% | -355.1% | -25.5% |
| All | +56.8% | +351.0% | -294.2% | -3.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling