-29.5%
ZBH vs ACM
+2.7%
-32.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.1% | +3.5% | +1.3% |
| 7D | -4.9% | -3.7% | -1.2% | -3.9% |
| 30D | -3.2% | -12.7% | +9.4% | +0.3% |
| 3M | +5.8% | -9.8% | +15.6% | +8.5% |
| 6M | +2.0% | -31.4% | +33.4% | +13.1% |
| YTD | +5.8% | -32.1% | +37.9% | +16.9% |
| 1Y | -7.9% | -47.8% | +39.9% | +10.4% |
| 3Y | -19.4% | -22.1% | +2.7% | -20.0% |
| 5Y | -29.5% | +1.8% | -31.3% | -40.2% |
| All | -29.5% | +2.7% | -32.2% | -40.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling