+19,372.0%
AME vs ZBRA
+8,231.4%
+11,140.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | 0.0% |
| 7D | +5.9% | +0.6% | +5.3% | +5.7% |
| 30D | -1.9% | -14.0% | +12.1% | +1.2% |
| 3M | -5.4% | -14.7% | +9.3% | -2.3% |
| 6M | +4.9% | +31.3% | -26.4% | -2.2% |
| YTD | +18.5% | +33.4% | -15.0% | +9.1% |
| 1Y | +25.5% | +34.1% | -8.7% | +15.4% |
| 3Y | +63.0% | +59.9% | +3.1% | +41.2% |
| 5Y | +78.3% | -45.3% | +123.6% | +88.6% |
| 10Y | +447.1% | +384.4% | +62.6% | +270.1% |
| All | +19,372.0% | +8,231.4% | +11,140.6% | +8,567.9% |
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