+459.5%
AJG vs ZBH
-16.2%
+475.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.4% | -1.6% |
| 7D | -8.3% | -4.7% | -3.6% | -6.9% |
| 30D | -5.7% | -4.5% | -1.2% | -4.3% |
| 3M | +9.1% | +7.6% | +1.5% | +6.6% |
| 6M | +15.2% | +0.3% | +14.9% | +14.5% |
| YTD | -6.3% | +4.5% | -10.8% | -8.2% |
| 1Y | -19.1% | -9.4% | -9.7% | -17.6% |
| 3Y | +8.2% | -21.5% | +29.7% | +13.5% |
| 5Y | +75.6% | -28.4% | +104.0% | +86.8% |
| All | +459.5% | -16.2% | +475.7% | +428.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling