+3,902.6%
ABT vs ZBRA
+8,767.1%
-4,864.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | 0.0% |
| 7D | -4.7% | -1.8% | -3.0% | -4.6% |
| 30D | -3.1% | -8.8% | +5.7% | -2.1% |
| 3M | +16.1% | +47.2% | -31.1% | +10.5% |
| 6M | -5.3% | +61.3% | -66.6% | -11.1% |
| YTD | -14.4% | +42.0% | -56.5% | -18.7% |
| 1Y | -18.4% | +10.5% | -28.9% | -20.4% |
| 3Y | +11.2% | +34.5% | -23.3% | +4.0% |
| 5Y | -9.4% | -40.3% | +30.9% | -8.3% |
| 10Y | +209.7% | +421.5% | -211.8% | +149.0% |
| All | +3,902.6% | +8,767.1% | -4,864.5% | +2,415.1% |
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