-11.1%
AMRZ vs ZBRA
+23.4%
-34.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.5% | +0.8% | +2.0% |
| 7D | -1.1% | -9.5% | +8.4% | +0.7% |
| 30D | +18.3% | -15.6% | +33.9% | +21.9% |
| 3M | -8.0% | -13.2% | +5.3% | -5.7% |
| 6M | -18.7% | +44.5% | -63.2% | -26.8% |
| YTD | -19.8% | +34.5% | -54.4% | -28.2% |
| All | -11.1% | +23.4% | -34.5% | -17.5% |
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