-8.6%
Z vs ACGL
+35.7%
-44.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.7% | +6.7% | +9.0% |
| 7D | +10.2% | +8.0% | +2.2% | +9.1% |
| 30D | +23.7% | +17.3% | +6.4% | +21.3% |
| 3M | -6.6% | +11.2% | -17.8% | -7.9% |
| 6M | -23.0% | +18.2% | -41.2% | -24.4% |
| YTD | -50.3% | +15.4% | -65.7% | -51.2% |
| 1Y | -53.6% | +26.5% | -80.1% | -54.7% |
| All | -8.6% | +35.7% | -44.3% | +0.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling