-99.0%
AMC vs ZBRA
+407.5%
-506.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.2% | -1.7% | -2.9% |
| 7D | -6.8% | -1.8% | -5.0% | -6.0% |
| 30D | +1.7% | -8.8% | +10.4% | +6.0% |
| 3M | +26.8% | +47.2% | -20.4% | +0.8% |
| 6M | +117.7% | +61.3% | +56.4% | +63.5% |
| YTD | +57.7% | +42.0% | +15.7% | +25.0% |
| 1Y | -12.5% | +10.5% | -22.9% | -21.9% |
| 3Y | -65.7% | +34.5% | -100.2% | -74.2% |
| 5Y | -99.5% | -40.3% | -59.2% | -99.4% |
| 10Y | -99.0% | +421.5% | -520.5% | -99.5% |
| All | -99.0% | +407.5% | -506.4% | -99.5% |
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