+74.2%
ZTS vs ACGL
+337.7%
-263.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.0% | -0.3% | -2.3% |
| 7D | -0.4% | +0.9% | -1.3% | -0.6% |
| 30D | +11.7% | +13.7% | -2.0% | +7.0% |
| 3M | +3.5% | +8.0% | -4.6% | +0.8% |
| 6M | -27.6% | +13.3% | -40.9% | -30.7% |
| YTD | -35.5% | +11.8% | -47.3% | -38.1% |
| 1Y | -32.1% | +22.2% | -54.3% | -36.8% |
| 3Y | -49.1% | +32.5% | -81.6% | -54.9% |
| 5Y | -61.0% | +160.2% | -221.2% | -74.0% |
| All | +74.2% | +337.7% | -263.4% | -7.3% |
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