+35.4%
ZBH vs ACM
+250.2%
-214.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.6% |
| 7D | -2.1% | +5.1% | -7.2% | -3.7% |
| 30D | +13.6% | +18.7% | -5.1% | +7.6% |
| 3M | +7.1% | +15.5% | -8.4% | +2.1% |
| 6M | +26.1% | +1.2% | +24.9% | +24.8% |
| YTD | +17.2% | -25.2% | +42.5% | +26.5% |
| 1Y | +17.4% | -46.3% | +63.7% | +40.4% |
| 3Y | +2.0% | -9.6% | +11.6% | +1.0% |
| 5Y | -15.0% | +4.4% | -19.4% | -20.4% |
| 10Y | +19.4% | +129.3% | -109.9% | -16.5% |
| All | +35.4% | +250.2% | -214.8% | -27.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling