+90.3%
ZETA vs ACGL
+28.7%
+61.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.7% | -0.1% | +3.0% |
| 7D | -5.0% | +8.0% | -13.0% | -3.9% |
| 30D | -3.3% | +17.3% | -20.6% | -1.4% |
| 3M | +31.0% | +11.2% | +19.8% | +33.2% |
| 6M | +72.2% | +18.2% | +54.0% | +78.9% |
| YTD | +56.2% | +15.4% | +40.8% | +58.3% |
| 1Y | +90.3% | +26.5% | +63.8% | +89.2% |
| All | +90.3% | +28.7% | +61.6% | +89.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling