-39.2%
ZBRA vs ACGL
+158.6%
-197.8%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.4% | -0.4% | -2.1% |
| 7D | +2.6% | -2.9% | +5.5% | +3.4% |
| 30D | -6.4% | -2.8% | -3.5% | -5.6% |
| 3M | +51.3% | +6.8% | +44.5% | +47.8% |
| 6M | +60.5% | -1.5% | +62.0% | +60.6% |
| YTD | +45.2% | -0.2% | +45.4% | +44.3% |
| 1Y | +12.3% | +5.3% | +7.1% | +9.4% |
| 3Y | +37.5% | +30.3% | +7.2% | +19.0% |
| 5Y | -39.2% | +151.8% | -191.0% | -64.8% |
| All | -39.2% | +158.6% | -197.8% | -64.8% |
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