+47.9%
ZM vs ACGL
+248.2%
-200.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.3% | +2.1% |
| 7D | -0.3% | -1.1% | +0.8% | -0.4% |
| 30D | -6.2% | +13.1% | -19.3% | -5.4% |
| 3M | -12.2% | +9.8% | -22.0% | -11.7% |
| 6M | -16.0% | +15.3% | -31.3% | -15.2% |
| YTD | +6.3% | +12.7% | -6.4% | +7.2% |
| 1Y | +12.3% | +20.7% | -8.4% | +13.7% |
| 3Y | +51.2% | +34.3% | +16.9% | +56.2% |
| 5Y | -64.5% | +170.6% | -235.1% | -59.3% |
| All | +47.9% | +248.2% | -200.3% | +67.3% |
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