-9.1%
ZBH vs ACGL
+2.4%
-11.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.4% | -1.5% | -2.9% |
| 7D | -5.2% | -2.9% | -2.3% | -4.0% |
| 30D | -2.4% | -2.8% | +0.4% | -1.2% |
| 3M | +8.3% | +6.8% | +1.4% | +6.2% |
| 6M | +0.7% | -1.5% | +2.2% | +1.3% |
| YTD | +5.3% | -0.2% | +5.6% | +5.1% |
| 1Y | -9.1% | +5.3% | -14.4% | -11.0% |
| All | -9.1% | +2.4% | -11.4% | -11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling