+55.5%
ZM vs ACGL
+208.3%
-152.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.4% | -2.4% | -5.0% |
| 7D | +1.6% | -2.9% | +4.6% | +1.4% |
| 30D | -7.7% | -2.8% | -4.9% | -7.9% |
| 3M | -4.7% | +6.8% | -11.5% | -4.2% |
| 6M | +24.4% | -1.5% | +26.0% | +24.4% |
| YTD | +11.8% | -0.2% | +12.0% | +11.8% |
| 1Y | +13.4% | +5.3% | +8.1% | +13.9% |
| 3Y | +33.8% | +30.3% | +3.6% | +38.8% |
| 5Y | -67.2% | +151.8% | -219.0% | -62.2% |
| All | +55.5% | +208.3% | -152.7% | +74.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling