-18.3%
AMRZ vs ZBRA
+20.9%
-39.3%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.8% | -1.5% | -3.8% |
| 7D | -2.0% | +2.6% | -4.6% | -2.4% |
| 30D | -9.8% | -6.4% | -3.5% | -8.8% |
| 3M | -17.2% | +51.3% | -68.5% | -24.6% |
| 6M | -26.9% | +60.5% | -87.4% | -34.8% |
| YTD | -21.5% | +45.2% | -66.7% | -28.9% |
| 1Y | -22.9% | +12.3% | -35.2% | -27.7% |
| All | -18.3% | +20.9% | -39.3% | -18.4% |
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