+5,269.5%
AGI vs ZBRA
+1,062.4%
+4,207.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.3% |
| 7D | -5.3% | -3.8% | -1.5% | -4.9% |
| 30D | +6.8% | -10.2% | +16.9% | +7.9% |
| 3M | +8.3% | +58.7% | -50.4% | +2.8% |
| 6M | -29.2% | +61.9% | -91.1% | -33.0% |
| YTD | -7.3% | +41.7% | -48.9% | -11.4% |
| 1Y | +8.0% | +12.4% | -4.3% | +5.5% |
| 3Y | +206.6% | +34.2% | +172.4% | +188.2% |
| 5Y | +398.1% | -40.8% | +438.9% | +400.5% |
| 10Y | +384.0% | +420.3% | -36.3% | +255.8% |
| All | +5,269.5% | +1,062.4% | +4,207.1% | +3,387.1% |
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