+15.2%
AJG vs ZBRA
+64.3%
-49.1%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.1% | -1.3% |
| 7D | -8.3% | -3.4% | -4.9% | -8.2% |
| 30D | -5.7% | -7.4% | +1.7% | -5.6% |
| 3M | +9.1% | +57.5% | -48.4% | +8.2% |
| 6M | +15.2% | +64.0% | -48.8% | +14.2% |
| All | +15.2% | +64.3% | -49.1% | +14.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling