+7.4%
ABT vs ZBRA
+33.4%
-26.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.5% | -1.8% |
| 7D | -5.0% | -3.8% | -1.2% | -4.8% |
| 30D | -5.8% | -10.2% | +4.4% | -5.4% |
| 3M | +16.7% | +58.7% | -41.9% | +14.0% |
| 6M | -5.2% | +61.9% | -67.2% | -7.7% |
| YTD | -16.0% | +41.7% | -57.6% | -17.9% |
| 1Y | -18.3% | +12.4% | -30.6% | -19.2% |
| All | +7.4% | +33.4% | -26.1% | +1.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling