-17.4%
ZBH vs AGI
+392.3%
-409.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +1.1% |
| 7D | -4.7% | -2.7% | -1.9% | -4.5% |
| 30D | -4.5% | +7.2% | -11.7% | -4.9% |
| 3M | +7.6% | +4.3% | +3.3% | +7.1% |
| 6M | +0.3% | -27.1% | +27.4% | +1.7% |
| YTD | +4.5% | -6.6% | +11.1% | +4.4% |
| 1Y | -9.4% | +9.5% | -18.9% | -10.4% |
| 3Y | -21.5% | +208.4% | -229.9% | -27.5% |
| 5Y | -28.4% | +401.6% | -430.0% | -35.8% |
| All | -17.4% | +392.3% | -409.7% | -26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 10y: compounded portfolio wealth divided by compounded AGI 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…
10y analysis · Full analysis span regression · 6 months rolling