-15.0%
AMRZ vs ZBRA
+26.9%
-41.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.6% | -1.1% |
| 7D | -5.5% | -1.5% | -4.0% | -5.2% |
| 30D | +15.6% | -15.6% | +31.3% | +19.3% |
| 3M | -12.1% | -14.5% | +2.4% | -9.7% |
| 6M | -19.4% | +50.9% | -70.4% | -28.7% |
| YTD | -21.9% | +34.8% | -56.7% | -30.3% |
| 1Y | -15.0% | +28.3% | -43.3% | -22.0% |
| All | -15.0% | +26.9% | -41.9% | -22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling