+132.4%
ACGL vs ZCMD
-100.0%
+232.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.7% | +2.0% | -1.7% |
| 7D | -0.7% | -8.0% | +7.3% | -0.8% |
| 30D | -1.0% | -27.9% | +26.9% | -1.1% |
| 3M | +11.0% | -74.6% | +85.6% | +11.3% |
| 6M | -0.3% | -99.5% | +99.1% | +2.0% |
| YTD | +2.3% | -99.7% | +102.0% | +5.0% |
| 1Y | +6.4% | -99.9% | +106.3% | +9.7% |
| 3Y | +34.0% | -100.0% | +134.0% | +41.2% |
| 5Y | +161.6% | -100.0% | +261.6% | +175.4% |
| All | +132.4% | -100.0% | +232.4% | +159.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling