+2,532.8%
ZBRA vs ACGL
+4,429.2%
-1,896.4%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +2.0% |
| 7D | +1.8% | -0.7% | +2.5% | +2.0% |
| 30D | -1.7% | -1.0% | -0.7% | -1.5% |
| 3M | +47.8% | +11.0% | +36.7% | +42.9% |
| 6M | +56.7% | -0.3% | +57.1% | +56.2% |
| YTD | +49.4% | +2.3% | +47.1% | +47.5% |
| 1Y | +16.5% | +6.4% | +10.2% | +13.5% |
| 3Y | +31.5% | +34.0% | -2.5% | +17.5% |
| 5Y | -38.6% | +161.6% | -200.2% | -55.1% |
| 10Y | +421.0% | +278.6% | +142.4% | +241.1% |
| All | +2,532.8% | +4,429.2% | -1,896.4% | +1,012.9% |
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