+440.7%
AME vs ZBRA
+382.3%
+58.4%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | -0.2% |
| 7D | +5.9% | +0.6% | +5.3% | +5.6% |
| 30D | -1.9% | -14.0% | +12.1% | +2.6% |
| 3M | -5.4% | -14.7% | +9.3% | -0.9% |
| 6M | +4.9% | +31.3% | -26.4% | -5.7% |
| YTD | +18.5% | +33.4% | -15.0% | +4.4% |
| 1Y | +25.5% | +34.1% | -8.7% | +10.3% |
| 3Y | +63.0% | +59.9% | +3.1% | +28.6% |
| 5Y | +78.3% | -45.3% | +123.6% | +100.1% |
| All | +440.7% | +382.3% | +58.4% | +233.4% |
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