+26.5%
ACGL vs ZCMD
-99.9%
+126.4%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.0% | +5.7% | +2.7% |
| 7D | +8.0% | -13.3% | +21.3% | +7.9% |
| 30D | +17.3% | -49.6% | +66.9% | +16.6% |
| 3M | +11.2% | -54.6% | +65.8% | +10.6% |
| 6M | +18.2% | -99.8% | +118.0% | +22.4% |
| YTD | +15.4% | -99.9% | +115.2% | +19.4% |
| 1Y | +26.5% | -99.9% | +126.4% | +35.3% |
| All | +26.5% | -99.9% | +126.4% | +35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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