-65.4%
ZM vs ACGL
+159.2%
-224.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.0% | +4.2% | +1.6% |
| 7D | -5.9% | +0.9% | -6.7% | -6.0% |
| 30D | -5.2% | +13.7% | -18.9% | -7.0% |
| 3M | -11.3% | +8.0% | -19.3% | -12.4% |
| 6M | -14.5% | +13.3% | -27.8% | -16.3% |
| YTD | +4.2% | +11.8% | -7.7% | +1.9% |
| 1Y | +9.3% | +22.2% | -12.9% | +5.3% |
| 3Y | +45.4% | +32.5% | +12.9% | +38.6% |
| All | -65.4% | +159.2% | -224.7% | -70.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling