-27.6%
AAL vs ZBRA
+764.0%
-791.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -2.1% |
| 7D | -0.1% | +0.6% | -0.7% | -0.4% |
| 30D | +11.7% | -14.0% | +25.7% | +21.0% |
| 3M | -12.5% | -14.7% | +2.1% | -4.9% |
| 6M | +3.6% | +31.3% | -27.7% | -13.9% |
| YTD | -14.1% | +33.4% | -47.5% | -30.3% |
| 1Y | +0.8% | +34.1% | -33.4% | -18.5% |
| 3Y | +11.8% | +59.9% | -48.1% | -20.4% |
| 5Y | -35.1% | -45.3% | +10.2% | -20.5% |
| 10Y | -68.3% | +384.4% | -452.7% | -90.6% |
| All | -27.6% | +764.0% | -791.6% | -92.4% |
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