-12.3%
ZBH vs ACI
+21.2%
-33.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.2% | -2.1% | +0.8% |
| 7D | -4.7% | -3.7% | -0.9% | -4.3% |
| 30D | -4.5% | +0.6% | -5.1% | -4.5% |
| 3M | +7.6% | -20.3% | +27.9% | +9.7% |
| 6M | +0.3% | -24.7% | +24.9% | +2.8% |
| YTD | +4.5% | -27.2% | +31.8% | +7.5% |
| 1Y | -9.4% | -32.7% | +23.3% | -6.2% |
| 3Y | -21.5% | -43.9% | +22.4% | -17.5% |
| 5Y | -28.4% | -38.9% | +10.5% | -25.2% |
| All | -12.3% | +21.2% | -33.5% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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