-44.0%
ACN vs ZBRA
-40.4%
-3.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -1.2% |
| 7D | -6.3% | -1.8% | -4.5% | -5.8% |
| 30D | -1.4% | -8.8% | +7.4% | +1.2% |
| 3M | +2.6% | +47.2% | -44.7% | -9.8% |
| 6M | -14.3% | +61.3% | -75.6% | -27.4% |
| YTD | -33.1% | +42.0% | -75.1% | -41.3% |
| 1Y | -28.8% | +10.5% | -39.3% | -32.7% |
| 3Y | -43.0% | +34.5% | -77.5% | -51.9% |
| 5Y | -44.0% | -40.3% | -3.7% | -32.0% |
| All | -44.0% | -40.4% | -3.6% | -32.0% |
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