+439.9%
AG vs ZBRA
+909.6%
-469.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | -0.2% |
| 7D | +4.5% | +2.6% | +1.9% | +3.7% |
| 30D | +12.9% | -6.4% | +19.2% | +15.1% |
| 3M | +20.9% | +51.3% | -30.3% | +4.8% |
| 6M | -19.5% | +60.5% | -80.0% | -31.9% |
| YTD | +24.8% | +45.2% | -20.4% | +7.8% |
| 1Y | +120.2% | +12.3% | +107.9% | +105.4% |
| 3Y | +279.0% | +37.5% | +241.5% | +221.0% |
| 5Y | +67.9% | -39.2% | +107.1% | +76.7% |
| 10Y | +57.5% | +417.0% | -359.5% | -32.1% |
| All | +439.9% | +909.6% | -469.7% | +0.5% |
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 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