+2,119.0%
ALB vs ZBRA
+2,906.2%
-787.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -2.0% |
| 7D | -5.8% | +0.6% | -6.4% | -5.9% |
| 30D | -4.5% | -14.0% | +9.5% | -0.4% |
| 3M | -28.1% | -14.7% | -13.4% | -24.9% |
| 6M | -53.2% | +31.3% | -84.5% | -57.6% |
| YTD | -33.3% | +33.4% | -66.7% | -40.9% |
| 1Y | -17.4% | +34.1% | -51.6% | -27.0% |
| 3Y | -14.1% | +59.9% | -74.0% | -28.1% |
| 5Y | -64.0% | -45.3% | -18.8% | -60.2% |
| 10Y | +32.8% | +384.4% | -351.6% | -15.0% |
| All | +2,119.0% | +2,906.2% | -787.2% | +1,031.3% |
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