+87.1%
AME vs ZBRA
-40.8%
+127.9%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.1% |
| 7D | +1.3% | -1.8% | +3.1% | +1.8% |
| 30D | -6.6% | -8.8% | +2.2% | -4.4% |
| 3M | +3.0% | +47.2% | -44.3% | -7.6% |
| 6M | +5.3% | +61.3% | -56.0% | -8.1% |
| YTD | +15.4% | +42.0% | -26.6% | +3.3% |
| 1Y | +26.8% | +10.5% | +16.4% | +20.8% |
| 3Y | +56.5% | +34.5% | +22.0% | +37.4% |
| All | +87.1% | -40.8% | +127.9% | +114.8% |
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