-24.5%
Z vs ACGL
-1.5%
-23.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -1.6% |
| 7D | -3.0% | -0.7% | -2.3% | -2.7% |
| 30D | -4.2% | -1.0% | -3.2% | -3.9% |
| 3M | -3.7% | +11.0% | -14.8% | -6.0% |
| 6M | -24.5% | -0.3% | -24.2% | -24.5% |
| All | -24.5% | -1.5% | -23.0% | -24.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling