-54.1%
Z vs ACGL
+174.7%
-228.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -0.1% | -10.5% | -10.6% |
| 7D | -2.3% | +6.4% | -8.6% | -3.5% |
| 30D | +9.4% | +16.6% | -7.3% | +5.9% |
| 3M | -16.1% | +11.6% | -27.7% | -18.0% |
| 6M | -30.4% | +17.5% | -47.9% | -32.7% |
| YTD | -55.6% | +15.3% | -70.9% | -57.0% |
| 1Y | -58.5% | +26.3% | -84.8% | -60.6% |
| 3Y | -19.6% | +35.9% | -55.6% | -25.6% |
| 5Y | -54.1% | +168.2% | -222.3% | -69.9% |
| All | -54.1% | +174.7% | -228.8% | -69.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling