+321.8%
ZBH vs ACGL
+5,626.1%
-5,304.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.9% | -1.3% |
| 7D | +10.6% | +1.3% | +9.3% | +10.2% |
| 30D | +20.4% | +14.2% | +6.2% | +14.9% |
| 3M | +10.0% | +11.1% | -1.0% | +6.1% |
| 6M | +31.0% | +16.4% | +14.7% | +24.2% |
| YTD | +20.3% | +13.8% | +6.5% | +14.7% |
| 1Y | +22.2% | +21.6% | +0.7% | +13.9% |
| 3Y | +4.7% | +33.5% | -28.8% | -7.5% |
| 5Y | -13.7% | +174.8% | -188.5% | -42.7% |
| 10Y | +19.3% | +330.4% | -311.1% | -33.8% |
| All | +321.8% | +5,626.1% | -5,304.3% | +41.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling