+12.4%
AA vs ZBRA
-40.4%
+52.8%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -0.9% |
| 7D | -0.6% | -1.8% | +1.2% | +0.1% |
| 30D | -1.6% | -8.8% | +7.2% | +2.6% |
| 3M | -29.8% | +47.2% | -77.0% | -43.5% |
| 6M | -16.6% | +61.3% | -77.9% | -36.7% |
| YTD | -4.0% | +42.0% | -46.1% | -23.4% |
| 1Y | +63.5% | +10.5% | +53.1% | +49.0% |
| 3Y | +86.8% | +34.5% | +52.3% | +46.9% |
| 5Y | +12.4% | -40.3% | +52.7% | +3.7% |
| All | +12.4% | -40.4% | +52.8% | +3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling