-60.2%
Z vs ACGL
+21.3%
-81.5%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -13.1% | -1.4% | -11.7% | -12.6% |
| 30D | +5.9% | +12.4% | -6.5% | +2.7% |
| 3M | -13.7% | +11.1% | -24.8% | -16.2% |
| 6M | -27.1% | +16.3% | -43.5% | -29.1% |
| YTD | -56.8% | +13.8% | -70.6% | -58.2% |
| 1Y | -60.2% | +20.4% | -80.6% | -62.3% |
| All | -60.2% | +21.3% | -81.5% | -62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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