-21.5%
ZBH vs AMCR
+6.5%
-27.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.6% |
| 7D | -4.7% | -6.3% | +1.6% | -2.8% |
| 30D | -4.5% | -7.8% | +3.3% | -2.2% |
| 3M | +7.6% | +7.5% | 0.0% | +5.3% |
| 6M | +0.3% | +2.7% | -2.4% | -0.8% |
| YTD | +4.5% | +6.0% | -1.5% | +2.0% |
| 1Y | -9.4% | +7.8% | -17.2% | -12.1% |
| 3Y | -21.5% | +5.8% | -27.3% | -23.7% |
| All | -21.5% | +6.5% | -27.9% | -23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling