-14.7%
AMRZ vs ZBRA
+24.4%
-39.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.7% |
| 7D | -1.9% | +1.8% | -3.7% | -2.2% |
| 30D | -16.9% | -1.7% | -15.2% | -16.7% |
| 3M | -19.2% | +47.8% | -67.0% | -26.0% |
| 6M | -29.3% | +56.7% | -86.0% | -36.5% |
| YTD | -18.0% | +49.4% | -67.4% | -26.1% |
| 1Y | -15.1% | +16.5% | -31.6% | -20.9% |
| All | -14.7% | +24.4% | -39.1% | -15.2% |
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