-19.7%
ZBH vs ACM
-19.8%
+0.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.8% | -3.1% | -3.8% |
| 7D | -5.2% | -0.3% | -4.9% | -5.2% |
| 30D | -2.4% | -12.9% | +10.5% | -0.4% |
| 3M | +8.3% | -6.4% | +14.6% | +9.1% |
| 6M | +0.7% | -29.2% | +29.9% | +5.7% |
| YTD | +5.3% | -29.9% | +35.3% | +10.4% |
| 1Y | -9.1% | -47.3% | +38.2% | -0.2% |
| 3Y | -19.7% | -19.6% | -0.1% | -22.5% |
| All | -19.7% | -19.8% | +0.1% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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