-17.4%
ZBH vs ACGL
+159.2%
-176.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.8% | -0.2% |
| 7D | +11.7% | +0.9% | +10.8% | +11.5% |
| 30D | +19.3% | +13.7% | +5.6% | +14.6% |
| 3M | +8.9% | +8.0% | +0.9% | +6.3% |
| 6M | +28.2% | +13.3% | +14.9% | +23.4% |
| YTD | +18.4% | +11.8% | +6.5% | +14.2% |
| 1Y | +20.6% | +22.2% | -1.7% | +13.3% |
| 3Y | -0.6% | +32.5% | -33.1% | -10.2% |
| All | -17.4% | +159.2% | -176.6% | -49.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling