+4.2%
ACGL vs ZYBT
-58.4%
+62.6%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.1% | +0.4% |
| 7D | -2.1% | -3.7% | +1.6% | -2.1% |
| 30D | -2.2% | -12.8% | +10.6% | -2.2% |
| 3M | +6.3% | +76.2% | -69.9% | +5.9% |
| 6M | +0.5% | +109.3% | -108.8% | +0.2% |
| YTD | +0.2% | +36.5% | -36.3% | 0.0% |
| 1Y | +7.3% | -84.0% | +91.3% | +8.2% |
| All | +4.2% | -58.4% | +62.6% | -3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling