+2,232.6%
ZBRA vs ACGL
+4,938.9%
-2,706.3%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.6% | -1.9% |
| 7D | -2.5% | +1.3% | -3.7% | -2.8% |
| 30D | -17.0% | +14.2% | -31.2% | -20.2% |
| 3M | -15.0% | +11.1% | -26.1% | -17.7% |
| 6M | +42.2% | +16.4% | +25.8% | +35.4% |
| YTD | +32.4% | +13.8% | +18.6% | +26.6% |
| 1Y | +23.3% | +21.6% | +1.8% | +15.7% |
| 3Y | +55.9% | +33.5% | +22.3% | +39.9% |
| 5Y | -44.8% | +174.8% | -219.6% | -60.3% |
| 10Y | +371.4% | +330.4% | +41.0% | +197.6% |
| All | +2,232.6% | +4,938.9% | -2,706.3% | +855.0% |
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