-32.3%
AMT vs ZBRA
-39.4%
+7.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | +0.3% |
| 7D | -0.2% | +2.6% | -2.7% | -0.5% |
| 30D | +1.8% | -6.4% | +8.2% | +2.7% |
| 3M | -6.2% | +51.3% | -57.5% | -12.1% |
| 6M | -5.0% | +60.5% | -65.5% | -12.1% |
| YTD | +2.1% | +45.2% | -43.1% | -4.5% |
| 1Y | -5.7% | +12.3% | -18.1% | -8.4% |
| 3Y | +7.9% | +37.5% | -29.6% | -4.5% |
| 5Y | -32.3% | -39.2% | +6.9% | -28.5% |
| All | -32.3% | -39.4% | +7.1% | -28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling