-24.8%
AIG vs ZBRA
+8,746.0%
-8,770.8%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -2.4% | -3.8% | +1.4% | -1.5% |
| 30D | -2.9% | -10.2% | +7.2% | -0.5% |
| 3M | +0.8% | +58.7% | -57.9% | -10.7% |
| 6M | -2.7% | +61.9% | -64.6% | -14.7% |
| YTD | -11.2% | +41.7% | -52.9% | -20.2% |
| 1Y | -1.5% | +12.4% | -13.9% | -7.0% |
| 3Y | +34.4% | +34.2% | +0.2% | +17.4% |
| 5Y | +54.4% | -40.8% | +95.2% | +59.5% |
| 10Y | +64.4% | +420.3% | -355.9% | -0.1% |
| All | -24.8% | +8,746.0% | -8,770.8% | -69.4% |
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 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