+22.2%
ACI vs ZBRA
+39.1%
-16.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.8% | -0.5% | -3.0% |
| 7D | -2.6% | +2.6% | -5.1% | -2.8% |
| 30D | +1.1% | -6.4% | +7.4% | +1.7% |
| 3M | -23.6% | +51.3% | -74.9% | -26.8% |
| 6M | -29.9% | +60.5% | -90.4% | -33.3% |
| YTD | -26.9% | +45.2% | -72.0% | -29.9% |
| 1Y | -34.2% | +12.3% | -46.6% | -35.5% |
| 3Y | -43.6% | +37.5% | -81.1% | -46.8% |
| 5Y | -42.4% | -39.2% | -3.2% | -41.5% |
| All | +22.2% | +39.1% | -16.9% | +3.4% |
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