+127.9%
ACGL vs ZCMD
-100.0%
+227.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.1% |
| 7D | -3.6% | -2.0% | -1.6% | -3.6% |
| 30D | -2.1% | -19.8% | +17.7% | -2.1% |
| 3M | +5.4% | -62.1% | +67.4% | +5.4% |
| 6M | 0.0% | -99.5% | +99.5% | +2.4% |
| YTD | +0.3% | -99.7% | +100.0% | +3.0% |
| 1Y | +6.2% | -99.9% | +106.1% | +9.5% |
| 3Y | +30.9% | -100.0% | +130.9% | +38.0% |
| 5Y | +159.8% | -100.0% | +259.8% | +173.3% |
| All | +127.9% | -100.0% | +227.9% | +154.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling