+75.2%
AJG vs ZBH
-28.6%
+103.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.4% | -1.5% |
| 7D | -8.3% | -4.7% | -3.6% | -7.1% |
| 30D | -5.7% | -4.5% | -1.2% | -4.5% |
| 3M | +9.1% | +7.6% | +1.5% | +7.1% |
| 6M | +15.2% | +0.3% | +14.9% | +14.7% |
| YTD | -6.3% | +4.5% | -10.8% | -7.8% |
| 1Y | -19.1% | -9.4% | -9.7% | -17.8% |
| 3Y | +8.2% | -21.5% | +29.7% | +13.4% |
| All | +75.2% | -28.6% | +103.8% | +80.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling