-14.9%
ZBRA vs ABCL
-79.6%
+64.7%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.6% |
| 7D | -2.5% | +2.3% | -4.8% | -2.8% |
| 30D | -17.0% | -0.7% | -16.3% | -17.3% |
| 3M | -15.0% | +33.4% | -48.4% | -19.5% |
| 6M | +42.2% | +137.8% | -95.6% | +20.7% |
| YTD | +32.4% | +264.3% | -232.0% | +3.3% |
| 1Y | +23.3% | +209.2% | -185.9% | -1.2% |
| 3Y | +55.9% | +208.4% | -152.5% | +17.3% |
| 5Y | -44.8% | -11.9% | -32.9% | -53.0% |
| All | -14.9% | -79.6% | +64.7% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling