+58.2%
ZM vs ACGL
+251.6%
-193.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | 0.0% | +7.9% | +7.9% |
| 7D | +6.8% | -1.4% | +8.2% | +6.7% |
| 30D | +0.1% | +12.4% | -12.2% | +0.9% |
| 3M | -7.5% | +11.1% | -18.6% | -6.9% |
| 6M | -8.4% | +16.3% | -24.8% | -7.5% |
| YTD | +13.7% | +13.8% | -0.2% | +14.7% |
| 1Y | +15.9% | +20.4% | -4.5% | +17.5% |
| 3Y | +58.0% | +33.6% | +24.5% | +63.1% |
| 5Y | -60.4% | +176.8% | -237.2% | -54.4% |
| All | +58.2% | +251.6% | -193.4% | +79.0% |
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 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