+2,271.3%
ZBRA vs ACGL
+4,891.8%
-2,620.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.2% |
| 7D | -9.5% | -1.1% | -8.4% | -9.2% |
| 30D | -15.6% | +13.1% | -28.7% | -18.6% |
| 3M | -13.2% | +9.8% | -23.0% | -15.7% |
| 6M | +44.5% | +15.3% | +29.3% | +38.1% |
| YTD | +34.5% | +12.7% | +21.8% | +29.1% |
| 1Y | +25.9% | +20.7% | +5.2% | +18.3% |
| 3Y | +61.3% | +34.3% | +27.0% | +44.6% |
| 5Y | -45.2% | +170.6% | -215.7% | -60.4% |
| 10Y | +386.5% | +330.6% | +56.0% | +207.3% |
| All | +2,271.3% | +4,891.8% | -2,620.6% | +873.5% |
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 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