+24.7%
Z vs ACGL
+332.8%
-308.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -1.4% |
| 7D | -3.0% | -0.7% | -2.3% | -2.7% |
| 30D | -4.2% | -1.0% | -3.2% | -3.8% |
| 3M | -3.7% | +11.0% | -14.8% | -7.7% |
| 6M | -24.5% | -0.3% | -24.2% | -24.7% |
| YTD | -49.3% | +2.3% | -51.6% | -50.1% |
| 1Y | -58.7% | +6.4% | -65.0% | -60.1% |
| 3Y | -34.1% | +34.0% | -68.1% | -44.5% |
| 5Y | -64.5% | +161.6% | -226.2% | -79.3% |
| 10Y | -0.5% | +278.6% | -279.1% | -53.5% |
| All | +24.7% | +332.8% | -308.1% | -45.9% |
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 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