-27.8%
AAL vs ZBRA
+867.3%
-895.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.2% | +0.4% |
| 7D | -3.7% | +1.8% | -5.5% | -4.7% |
| 30D | -20.8% | -1.7% | -19.1% | -20.1% |
| 3M | -1.3% | +47.8% | -49.0% | -22.5% |
| 6M | +5.4% | +56.7% | -51.4% | -20.8% |
| YTD | -14.4% | +49.4% | -63.7% | -34.4% |
| 1Y | +2.1% | +16.5% | -14.4% | -10.7% |
| 3Y | -10.6% | +31.5% | -42.0% | -29.1% |
| 5Y | -32.2% | -38.6% | +6.4% | -22.3% |
| 10Y | -62.7% | +421.0% | -483.7% | -89.4% |
| All | -27.8% | +867.3% | -895.1% | -92.8% |
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