+29,691.6%
AZO vs ZBRA
+8,909.5%
+20,782.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.4% |
| 7D | -3.6% | -3.4% | -0.2% | -3.1% |
| 30D | -5.6% | -7.4% | +1.8% | -4.6% |
| 3M | -6.6% | +57.5% | -64.2% | -12.8% |
| 6M | -22.5% | +64.0% | -86.5% | -28.2% |
| YTD | -15.2% | +44.3% | -59.5% | -20.3% |
| 1Y | -33.9% | +10.9% | -44.8% | -35.9% |
| 3Y | +11.8% | +37.5% | -25.7% | +2.6% |
| 5Y | +85.5% | -39.7% | +125.2% | +88.0% |
| 10Y | +298.2% | +429.9% | -131.7% | +188.8% |
| All | +29,691.6% | +8,909.5% | +20,782.1% | +13,614.8% |
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