+174.6%
ZTS vs ACGL
+562.2%
-387.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | 0.0% |
| 7D | -2.0% | -0.7% | -1.2% | -1.7% |
| 30D | +1.9% | -1.0% | +2.9% | +2.3% |
| 3M | -4.0% | +11.0% | -15.0% | -7.6% |
| 6M | -39.1% | -0.3% | -38.8% | -39.2% |
| YTD | -38.8% | +2.3% | -41.1% | -39.5% |
| 1Y | -49.6% | +6.4% | -55.9% | -50.9% |
| 3Y | -59.0% | +34.0% | -92.9% | -64.1% |
| 5Y | -61.8% | +161.6% | -223.4% | -74.9% |
| 10Y | +61.4% | +278.6% | -217.1% | -14.0% |
| All | +174.6% | +562.2% | -387.5% | +14.5% |
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 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