-45.7%
ACI vs ZBRA
+33.4%
-79.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.0% | -1.2% |
| 7D | -7.1% | -3.8% | -3.3% | -6.8% |
| 30D | -4.5% | -10.2% | +5.7% | -3.6% |
| 3M | -22.3% | +58.7% | -81.0% | -24.7% |
| 6M | -28.4% | +61.9% | -90.3% | -30.9% |
| YTD | -29.5% | +41.7% | -71.2% | -31.5% |
| 1Y | -34.2% | +12.4% | -46.6% | -35.2% |
| All | -45.7% | +33.4% | -79.1% | -48.5% |
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