+337.4%
AGI vs ZBRA
+435.2%
-97.9%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | +0.6% |
| 7D | -2.7% | -3.4% | +0.7% | -2.6% |
| 30D | +7.2% | -7.4% | +14.6% | +7.6% |
| 3M | +4.3% | +57.5% | -53.3% | +1.6% |
| 6M | -27.1% | +64.0% | -91.1% | -29.1% |
| YTD | -6.6% | +44.3% | -50.9% | -8.9% |
| 1Y | +9.5% | +10.9% | -1.4% | +8.1% |
| 3Y | +208.4% | +37.5% | +170.9% | +197.6% |
| 5Y | +401.6% | -39.7% | +441.3% | +381.5% |
| All | +337.4% | +435.2% | -97.9% | +278.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling