+13,282.9%
AFL vs ZBRA
+8,767.1%
+4,515.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.1% |
| 7D | -2.1% | -1.8% | -0.3% | -1.8% |
| 30D | -5.4% | -8.8% | +3.4% | -3.8% |
| 3M | -0.3% | +47.2% | -47.5% | -8.5% |
| 6M | +5.2% | +61.3% | -56.1% | -5.7% |
| YTD | +5.7% | +42.0% | -36.3% | -3.3% |
| 1Y | +10.2% | +10.5% | -0.2% | +5.4% |
| 3Y | +63.4% | +34.5% | +28.9% | +45.7% |
| 5Y | +133.0% | -40.3% | +173.3% | +137.6% |
| 10Y | +299.5% | +421.5% | -122.0% | +156.6% |
| All | +13,282.9% | +8,767.1% | +4,515.9% | +5,547.3% |
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