+22.2%
Z vs ACGL
+388.3%
-366.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.7% | +6.7% | +8.4% |
| 7D | +10.2% | +8.0% | +2.2% | +7.0% |
| 30D | +23.7% | +17.3% | +6.4% | +16.3% |
| 3M | -6.6% | +11.2% | -17.8% | -10.3% |
| 6M | -23.0% | +18.2% | -41.2% | -28.0% |
| YTD | -50.3% | +15.4% | -65.7% | -53.3% |
| 1Y | -53.6% | +26.5% | -80.1% | -58.0% |
| 3Y | -10.1% | +36.1% | -46.1% | -23.7% |
| 5Y | -49.8% | +175.9% | -225.7% | -70.8% |
| 10Y | -1.6% | +352.4% | -354.0% | -57.0% |
| All | +22.2% | +388.3% | -366.1% | -49.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling