+93.5%
AMCR vs ZBRA
+847.7%
-754.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.8% | -3.4% | -1.9% |
| 7D | -6.3% | -3.4% | -2.9% | -5.7% |
| 30D | -7.8% | -7.4% | -0.4% | -6.7% |
| 3M | +7.5% | +57.5% | -50.0% | -0.9% |
| 6M | +2.7% | +64.0% | -61.3% | -6.3% |
| YTD | +6.0% | +44.3% | -38.3% | -1.5% |
| 1Y | +7.8% | +10.9% | -3.1% | +4.1% |
| 3Y | +5.8% | +37.5% | -31.7% | -3.4% |
| 5Y | -11.6% | -39.7% | +28.0% | -11.1% |
| 10Y | +14.6% | +429.9% | -415.3% | +3.0% |
| All | +93.5% | +847.7% | -754.2% | +70.9% |
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