+18.2%
ACGL vs ZYBT
-30.1%
+48.2%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +2.2% | 0.0% | +2.2% | +2.2% |
| 30D | +12.3% | -2.0% | +14.3% | +12.3% |
| 3M | +11.8% | -2.0% | +13.8% | +11.8% |
| 6M | +17.5% | +56.4% | -39.0% | +16.6% |
| YTD | +14.3% | +30.4% | -16.2% | +15.7% |
| 1Y | +18.2% | -30.2% | +48.4% | +19.8% |
| All | +18.2% | -30.1% | +48.2% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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