+133.7%
AFL vs ZBRA
-40.4%
+174.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | +0.5% |
| 7D | -1.6% | -3.4% | +1.8% | -1.3% |
| 30D | -4.0% | -7.4% | +3.4% | -3.2% |
| 3M | -0.5% | +57.5% | -58.0% | -6.2% |
| 6M | +6.5% | +64.0% | -57.5% | -0.5% |
| YTD | +6.2% | +44.3% | -38.1% | +0.5% |
| 1Y | +8.3% | +10.9% | -2.6% | +6.0% |
| 3Y | +62.5% | +37.5% | +25.0% | +50.3% |
| All | +133.7% | -40.4% | +174.1% | +155.4% |
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 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