-17.4%
ZBH vs AMCR
+14.6%
-32.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.8% |
| 7D | -4.7% | -6.3% | +1.6% | -2.1% |
| 30D | -4.5% | -7.8% | +3.3% | -1.3% |
| 3M | +7.6% | +7.5% | 0.0% | +4.3% |
| 6M | +0.3% | +2.7% | -2.4% | -1.7% |
| YTD | +4.5% | +6.0% | -1.5% | +0.6% |
| 1Y | -9.4% | +7.8% | -17.2% | -13.7% |
| 3Y | -21.5% | +5.8% | -27.3% | -26.1% |
| 5Y | -28.4% | -11.6% | -16.8% | -27.7% |
| All | -17.4% | +14.6% | -32.0% | -33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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