+132.3%
ZBH vs AGI
+5,453.2%
-5,320.8%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.4% |
| 7D | -4.9% | +2.2% | -7.1% | -5.0% |
| 30D | -3.2% | +11.3% | -14.5% | -3.7% |
| 3M | +5.8% | +5.6% | +0.2% | +5.5% |
| 6M | +2.0% | -27.7% | +29.6% | +3.0% |
| YTD | +5.8% | -4.1% | +9.9% | +5.5% |
| 1Y | -7.9% | +13.8% | -21.7% | -8.9% |
| 3Y | -19.4% | +217.0% | -236.4% | -23.7% |
| 5Y | -29.5% | +404.3% | -433.8% | -34.7% |
| 10Y | -15.5% | +400.5% | -416.1% | -23.5% |
| All | +132.3% | +5,453.2% | -5,320.8% | +86.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling