+22.7%
ZBH vs ACGL
+322.7%
-299.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -2.4% | -1.4% | -1.1% | -1.9% |
| 30D | +16.6% | +12.4% | +4.2% | +11.0% |
| 3M | +10.8% | +11.1% | -0.3% | +6.0% |
| 6M | +35.8% | +16.3% | +19.4% | +27.3% |
| YTD | +20.5% | +13.8% | +6.7% | +13.7% |
| 1Y | +22.7% | +20.4% | +2.3% | +13.1% |
| 3Y | +4.9% | +33.6% | -28.7% | -10.1% |
| 5Y | -12.8% | +176.8% | -189.6% | -49.1% |
| All | +22.7% | +322.7% | -299.9% | -41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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