+197.1%
ABT vs ZBRA
+435.2%
-238.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.2% | -1.7% |
| 7D | -5.9% | -3.4% | -2.5% | -5.3% |
| 30D | -8.1% | -7.4% | -0.7% | -6.8% |
| 3M | +14.5% | +57.5% | -43.0% | +3.5% |
| 6M | -6.3% | +64.0% | -70.3% | -16.4% |
| YTD | -17.1% | +44.3% | -61.4% | -24.6% |
| 1Y | -21.4% | +10.9% | -32.2% | -24.7% |
| 3Y | +5.9% | +37.5% | -31.6% | -7.9% |
| 5Y | -12.8% | -39.7% | +26.9% | -8.5% |
| All | +197.1% | +435.2% | -238.1% | +81.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling