+147.1%
AMAT vs ZBRA
-45.5%
+192.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.9% | -4.7% | -3.7% |
| 7D | +11.4% | +0.6% | +10.7% | +11.1% |
| 30D | -17.0% | -14.0% | -3.0% | -10.5% |
| 3M | -30.6% | -14.7% | -16.0% | -24.9% |
| 6M | -14.9% | +31.3% | -46.2% | -28.5% |
| YTD | +44.7% | +33.4% | +11.3% | +17.4% |
| 1Y | +66.9% | +34.1% | +32.8% | +35.0% |
| 3Y | +153.3% | +59.9% | +93.4% | +76.1% |
| All | +147.1% | -45.5% | +192.6% | +263.0% |
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