+156.1%
ACGL vs ZCMD
-100.0%
+256.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | +0.8% |
| 7D | -1.1% | +9.1% | -10.1% | -1.1% |
| 30D | +13.1% | -37.1% | +50.2% | +13.0% |
| 3M | +9.8% | -53.7% | +63.5% | +9.6% |
| 6M | +15.3% | -99.7% | +114.9% | +17.8% |
| YTD | +12.7% | -99.9% | +112.6% | +15.6% |
| 1Y | +20.7% | -99.9% | +120.6% | +24.1% |
| 3Y | +34.3% | -100.0% | +134.3% | +41.1% |
| 5Y | +170.6% | -100.0% | +270.6% | +184.9% |
| All | +156.1% | -100.0% | +256.1% | +185.1% |
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