-8.0%
ZBH vs ACI
+25.9%
-33.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.5% | -0.8% |
| 7D | -2.8% | +0.2% | -3.0% | -2.8% |
| 30D | -0.1% | +5.9% | -6.0% | -0.7% |
| 3M | +13.4% | -19.8% | +33.2% | +15.6% |
| 6M | +3.0% | -24.7% | +27.7% | +5.6% |
| YTD | +9.7% | -24.4% | +34.0% | +12.3% |
| 1Y | -5.4% | -31.5% | +26.1% | -2.2% |
| 3Y | -15.6% | -38.7% | +23.1% | -12.0% |
| 5Y | -28.1% | -42.8% | +14.7% | -25.6% |
| All | -8.0% | +25.9% | -33.9% | -0.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling