-19.7%
ZBH vs ACI
-43.5%
+23.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.3% | -0.7% | -3.4% |
| 7D | -5.2% | -2.6% | -2.6% | -4.8% |
| 30D | -2.4% | +1.1% | -3.5% | -2.6% |
| 3M | +8.3% | -23.6% | +31.9% | +12.8% |
| 6M | +0.7% | -29.9% | +30.6% | +6.7% |
| YTD | +5.3% | -26.9% | +32.2% | +10.2% |
| 1Y | -9.1% | -34.2% | +25.2% | -2.5% |
| 3Y | -19.7% | -43.6% | +23.9% | -10.4% |
| All | -19.7% | -43.5% | +23.8% | -10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling