+439.9%
AG vs ZBH
+51.6%
+388.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +2.9% | +0.5% |
| 7D | +4.5% | -5.2% | +9.7% | +6.7% |
| 30D | +12.9% | -2.4% | +15.3% | +13.8% |
| 3M | +20.9% | +8.3% | +12.7% | +16.1% |
| 6M | -19.5% | +0.7% | -20.2% | -20.8% |
| YTD | +24.8% | +5.3% | +19.4% | +20.5% |
| 1Y | +120.2% | -9.1% | +129.3% | +124.8% |
| 3Y | +279.0% | -19.7% | +298.7% | +300.3% |
| 5Y | +67.9% | -31.3% | +99.2% | +86.3% |
| 10Y | +57.5% | -18.9% | +76.4% | +49.4% |
| All | +439.9% | +51.6% | +388.3% | +216.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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