-12.8%
ZBH vs ALC
-10.6%
-2.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +1.1% |
| 7D | -2.4% | -6.3% | +3.8% | +0.4% |
| 30D | +16.6% | +12.6% | +4.0% | +11.2% |
| 3M | +10.8% | -3.8% | +14.7% | +12.8% |
| 6M | +35.8% | +16.8% | +18.9% | +27.8% |
| YTD | +20.5% | -7.6% | +28.1% | +23.5% |
| 1Y | +22.7% | -5.9% | +28.6% | +24.8% |
| 3Y | +4.9% | +0.6% | +4.3% | 0.0% |
| 5Y | -12.8% | -9.5% | -3.3% | -14.6% |
| All | -12.8% | -10.6% | -2.2% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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