+32.5%
ACGL vs ZCMD
-100.0%
+132.5%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.8% | -4.8% | -3.0% |
| 7D | +0.9% | -4.4% | +5.3% | +0.8% |
| 30D | +13.7% | -43.0% | +56.7% | +13.4% |
| 3M | +8.0% | -54.9% | +62.9% | +7.7% |
| 6M | +13.3% | -99.8% | +113.0% | +14.7% |
| YTD | +11.8% | -99.9% | +111.7% | +13.2% |
| 1Y | +22.2% | -99.9% | +122.2% | +23.8% |
| 3Y | +32.5% | -100.0% | +132.5% | +37.9% |
| All | +32.5% | -100.0% | +132.5% | +37.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling