+750.5%
AU vs ZBRA
+2,363.5%
-1,613.0%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | +0.3% |
| 7D | -4.3% | -3.4% | -0.9% | -3.9% |
| 30D | +7.3% | -7.4% | +14.7% | +8.1% |
| 3M | +26.3% | +57.5% | -31.2% | +20.1% |
| 6M | +1.8% | +64.0% | -62.2% | -3.7% |
| YTD | +26.8% | +44.3% | -17.5% | +21.0% |
| 1Y | +66.7% | +10.9% | +55.8% | +63.1% |
| 3Y | +579.1% | +37.5% | +541.5% | +538.3% |
| 5Y | +689.3% | -39.7% | +729.0% | +692.2% |
| 10Y | +686.6% | +429.9% | +256.7% | +495.8% |
| All | +750.5% | +2,363.5% | -1,613.0% | +461.7% |
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