+225.1%
AA vs ZBRA
+8,231.4%
-8,006.4%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.7% | -2.4% |
| 7D | +0.5% | +0.6% | -0.1% | +0.3% |
| 30D | -0.6% | -14.0% | +13.4% | +4.0% |
| 3M | -19.7% | -14.7% | -5.0% | -15.9% |
| 6M | -41.6% | +31.3% | -72.9% | -47.3% |
| YTD | -24.6% | +33.4% | -58.1% | -33.2% |
| 1Y | +4.9% | +34.1% | -29.3% | -7.2% |
| 3Y | +66.8% | +59.9% | +6.9% | +39.8% |
| 5Y | -19.4% | -45.3% | +25.8% | -9.8% |
| 10Y | +43.1% | +384.4% | -341.3% | -10.5% |
| All | +225.1% | +8,231.4% | -8,006.4% | +29.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling