+3.8%
ACGL vs ZYBT
-58.1%
+61.8%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.9% | -0.6% | -2.4% |
| 7D | -2.9% | -4.2% | +1.3% | -2.9% |
| 30D | -2.8% | -16.4% | +13.6% | -2.8% |
| 3M | +6.8% | +82.9% | -76.1% | +6.4% |
| 6M | -1.5% | +110.7% | -112.2% | -1.9% |
| YTD | -0.2% | +37.4% | -37.6% | -0.4% |
| 1Y | +5.3% | -80.6% | +85.9% | +6.0% |
| All | +3.8% | -58.1% | +61.8% | -3.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling