+63.4%
ZM vs ACGL
+216.0%
-152.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.7% | +5.0% | +3.1% |
| 7D | +2.9% | -0.7% | +3.7% | +2.9% |
| 30D | +0.7% | -1.0% | +1.7% | +0.6% |
| 3M | -3.7% | +11.0% | -14.7% | -3.0% |
| 6M | +29.9% | -0.3% | +30.2% | +30.0% |
| YTD | +17.4% | +2.3% | +15.2% | +17.7% |
| 1Y | +22.4% | +6.4% | +16.0% | +23.0% |
| 3Y | +41.3% | +34.0% | +7.3% | +46.8% |
| 5Y | -66.0% | +161.6% | -227.7% | -60.7% |
| All | +63.4% | +216.0% | -152.5% | +83.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling