-25.2%
ZBH vs ABCL
-81.3%
+56.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.4% | -0.8% |
| 7D | -2.8% | +0.7% | -3.5% | -2.9% |
| 30D | -0.1% | +93.1% | -93.2% | -4.0% |
| 3M | +13.4% | +79.4% | -66.0% | +9.1% |
| 6M | +3.0% | +214.9% | -211.9% | -4.6% |
| YTD | +9.7% | +234.2% | -224.6% | +0.8% |
| 1Y | -5.4% | +174.8% | -180.2% | -12.4% |
| 3Y | -15.6% | +104.5% | -120.0% | -22.6% |
| 5Y | -28.1% | -39.0% | +10.9% | -33.0% |
| All | -25.2% | -81.3% | +56.1% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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