+247.2%
AMAT vs ZBRA
-38.9%
+286.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.5% | +2.8% | +3.6% |
| 7D | -1.5% | +1.8% | -3.3% | -2.4% |
| 30D | -14.8% | -1.7% | -13.1% | -14.1% |
| 3M | -9.3% | +47.8% | -57.0% | -27.9% |
| 6M | +27.4% | +56.7% | -29.4% | -3.1% |
| YTD | +77.6% | +49.4% | +28.2% | +36.0% |
| 1Y | +188.9% | +16.5% | +172.4% | +153.6% |
| 3Y | +202.3% | +31.5% | +170.8% | +138.0% |
| All | +247.2% | -38.9% | +286.1% | +398.6% |
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