+81.0%
ZBH vs AMCR
+97.2%
-16.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.1% | +1.3% |
| 7D | -4.9% | -6.3% | +1.4% | -3.0% |
| 30D | -3.2% | -7.1% | +3.9% | -1.0% |
| 3M | +5.8% | +12.7% | -6.8% | +1.9% |
| 6M | +2.0% | +5.2% | -3.2% | -0.3% |
| YTD | +5.8% | +8.1% | -2.3% | +2.3% |
| 1Y | -7.9% | +11.7% | -19.7% | -12.2% |
| 3Y | -19.4% | +9.9% | -29.3% | -23.4% |
| 5Y | -29.5% | -8.7% | -20.8% | -29.4% |
| 10Y | -15.5% | +16.8% | -32.4% | -25.3% |
| All | +81.0% | +97.2% | -16.2% | +57.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling