+33.6%
ZBH vs ACM
+252.1%
-218.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.8% | -1.5% |
| 7D | -2.3% | +5.6% | -7.9% | -4.0% |
| 30D | +12.5% | +20.8% | -8.4% | +6.0% |
| 3M | +3.9% | +11.4% | -7.5% | +0.2% |
| 6M | +25.4% | +0.9% | +24.5% | +24.3% |
| YTD | +15.7% | -24.8% | +40.5% | +24.6% |
| 1Y | +15.2% | -46.4% | +61.6% | +37.9% |
| 3Y | +0.3% | -9.2% | +9.6% | -0.8% |
| 5Y | -16.1% | +5.0% | -21.0% | -21.6% |
| 10Y | +17.8% | +130.6% | -112.7% | -17.8% |
| All | +33.6% | +252.1% | -218.5% | -28.9% |
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