+55.7%
ZBH vs ALM
+3,525.2%
-3,469.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -2.4% | -7.2% | +4.7% | -2.4% |
| 30D | +16.6% | -26.4% | +43.0% | +16.7% |
| 3M | +10.8% | -38.6% | +49.4% | +10.9% |
| 6M | +35.8% | -61.0% | +96.8% | +36.0% |
| YTD | +20.5% | -7.4% | +27.9% | +20.4% |
| 1Y | +22.7% | +14.0% | +8.8% | +22.6% |
| 3Y | +4.9% | +844.4% | -839.6% | +4.2% |
| 5Y | -12.8% | +410.8% | -423.6% | -13.3% |
| 10Y | +22.7% | +2,084.7% | -2,062.0% | +21.7% |
| All | +55.7% | +3,525.2% | -3,469.5% | +54.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling