+369.5%
ALAB vs ZBRA
+23.0%
+346.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.8% | +0.5% | +1.2% |
| 7D | -6.2% | -3.4% | -2.8% | -4.1% |
| 30D | -8.7% | -7.4% | -1.3% | -3.9% |
| 3M | -20.7% | +57.5% | -78.3% | -42.1% |
| 6M | +133.5% | +64.0% | +69.5% | +62.4% |
| YTD | +75.1% | +44.3% | +30.8% | +28.4% |
| 1Y | +25.0% | +10.9% | +14.2% | +13.6% |
| All | +369.5% | +23.0% | +346.5% | +296.2% |
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 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