-92.2%
AIG vs ZBH
+269.7%
-361.9%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | -0.3% |
| 7D | -1.2% | -4.7% | +3.5% | +1.6% |
| 30D | -1.1% | -4.5% | +3.4% | +1.5% |
| 3M | +0.7% | +7.6% | -6.9% | -4.3% |
| 6M | -2.2% | +0.3% | -2.5% | -4.1% |
| YTD | -10.8% | +4.5% | -15.4% | -15.0% |
| 1Y | -2.0% | -9.4% | +7.4% | +0.6% |
| 3Y | +34.8% | -21.5% | +56.3% | +45.3% |
| 5Y | +55.0% | -28.4% | +83.4% | +71.3% |
| 10Y | +65.1% | -16.5% | +81.6% | +58.4% |
| All | -92.2% | +269.7% | -361.9% | -96.5% |
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