-49.1%
ZTS vs ACGL
+31.5%
-80.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.0% | -0.3% | -2.5% |
| 7D | -0.4% | +0.9% | -1.3% | -0.5% |
| 30D | +11.7% | +13.7% | -2.0% | +8.2% |
| 3M | +3.5% | +8.0% | -4.6% | +1.5% |
| 6M | -27.6% | +13.3% | -40.9% | -29.8% |
| YTD | -35.5% | +11.8% | -47.3% | -37.3% |
| 1Y | -32.1% | +22.2% | -54.3% | -35.2% |
| 3Y | -49.1% | +32.5% | -81.6% | -49.5% |
| All | -49.1% | +31.5% | -80.6% | -49.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling