+5.3%
ACGL vs ZCMD
-99.9%
+105.2%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -2.0% | -2.4% |
| 7D | -2.9% | -1.4% | -1.5% | -2.9% |
| 30D | -2.8% | -21.6% | +18.8% | -2.9% |
| 3M | +6.8% | -67.4% | +74.2% | +7.4% |
| 6M | -1.5% | -99.4% | +97.9% | +2.2% |
| YTD | -0.2% | -99.7% | +99.5% | +4.0% |
| 1Y | +5.3% | -99.9% | +105.2% | +11.5% |
| All | +5.3% | -99.9% | +105.2% | +11.5% |
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