+459.5%
AJG vs ZBRA
+435.2%
+24.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.1% | -1.5% |
| 7D | -8.3% | -3.4% | -4.9% | -7.7% |
| 30D | -5.7% | -7.4% | +1.7% | -4.5% |
| 3M | +9.1% | +57.5% | -48.4% | +0.1% |
| 6M | +15.2% | +64.0% | -48.8% | +4.4% |
| YTD | -6.3% | +44.3% | -50.6% | -13.6% |
| 1Y | -19.1% | +10.9% | -30.0% | -22.0% |
| 3Y | +8.2% | +37.5% | -29.3% | -3.7% |
| 5Y | +75.6% | -39.7% | +115.3% | +84.1% |
| All | +459.5% | +435.2% | +24.3% | +291.9% |
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