-11.3%
ABT vs ZBRA
-40.4%
+29.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.2% | -1.6% |
| 7D | -5.9% | -3.4% | -2.5% | -5.5% |
| 30D | -8.1% | -7.4% | -0.7% | -7.3% |
| 3M | +14.5% | +57.5% | -43.0% | +7.3% |
| 6M | -6.3% | +64.0% | -70.3% | -12.9% |
| YTD | -17.1% | +44.3% | -61.4% | -22.0% |
| 1Y | -21.4% | +10.9% | -32.2% | -23.3% |
| 3Y | +5.9% | +37.5% | -31.6% | -4.5% |
| All | -11.3% | -40.4% | +29.1% | -4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling