+126.7%
AMAT vs ZBRA
-47.4%
+174.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.1% | +4.2% |
| 7D | -14.7% | -10.9% | -3.8% | -9.8% |
| 30D | -36.1% | -16.6% | -19.5% | -30.0% |
| 3M | -36.9% | -11.6% | -25.3% | -33.0% |
| 6M | -22.2% | +40.2% | -62.4% | -37.4% |
| YTD | +29.9% | +32.6% | -2.7% | +5.6% |
| 1Y | +43.3% | +24.7% | +18.6% | +20.7% |
| 3Y | +142.7% | +56.3% | +86.4% | +70.6% |
| All | +126.7% | -47.4% | +174.1% | +241.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling