-6.5%
ZBH vs ALM
+319.5%
-326.0%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.1% | +4.5% | +0.5% |
| 7D | -4.9% | +3.6% | -8.5% | -5.0% |
| 30D | -3.2% | +33.8% | -37.0% | -4.0% |
| 3M | +5.8% | +14.8% | -8.9% | +5.2% |
| 6M | +2.0% | -7.0% | +8.9% | +1.8% |
| YTD | +5.8% | +108.1% | -102.3% | +2.8% |
| All | -6.5% | +319.5% | -326.0% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling