+77.0%
ZTS vs ACGL
+332.0%
-255.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.8% | -0.2% |
| 7D | -0.6% | +1.3% | -1.9% | -1.0% |
| 30D | +11.0% | +14.2% | -3.2% | +6.1% |
| 3M | +10.9% | +11.1% | -0.1% | +7.1% |
| 6M | +0.9% | +16.4% | -15.4% | -4.3% |
| YTD | -33.0% | +13.8% | -46.8% | -36.1% |
| 1Y | -29.6% | +21.6% | -51.2% | -34.3% |
| 3Y | -49.0% | +33.5% | -82.6% | -54.9% |
| 5Y | -59.5% | +174.8% | -234.3% | -73.6% |
| 10Y | +77.0% | +330.4% | -253.3% | -6.3% |
| All | +77.0% | +332.0% | -255.0% | -6.3% |
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