-28.7%
ZBH vs AZO
+85.8%
-114.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | -4.7% | -3.6% | -1.1% | -3.9% |
| 30D | -4.5% | -5.6% | +1.1% | -3.3% |
| 3M | +7.6% | -6.6% | +14.2% | +9.0% |
| 6M | +0.3% | -22.5% | +22.8% | +5.6% |
| YTD | +4.5% | -15.2% | +19.7% | +7.5% |
| 1Y | -9.4% | -33.9% | +24.6% | -1.3% |
| 3Y | -21.5% | +11.8% | -33.3% | -25.7% |
| All | -28.7% | +85.8% | -114.4% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 5y: compounded portfolio wealth divided by compounded AZO 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…
5y analysis · Full analysis span regression · 6 months rolling