+83.0%
AA vs ZBRA
+33.8%
+49.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -1.0% |
| 7D | -0.6% | -1.8% | +1.2% | +0.1% |
| 30D | -1.6% | -8.8% | +7.2% | +2.5% |
| 3M | -29.8% | +47.2% | -77.0% | -43.5% |
| 6M | -16.6% | +61.3% | -77.9% | -36.9% |
| YTD | -4.0% | +42.0% | -46.1% | -23.5% |
| 1Y | +63.5% | +10.5% | +53.1% | +51.1% |
| All | +83.0% | +33.8% | +49.2% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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