-8.7%
ZBRA vs ABCL
-81.9%
+73.2%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.4% | +1.2% | -1.7% |
| 7D | -1.8% | -2.7% | +0.9% | -1.4% |
| 30D | -8.8% | +18.3% | -27.1% | -11.5% |
| 3M | +47.2% | +108.5% | -61.3% | +29.3% |
| 6M | +61.3% | +213.9% | -152.6% | +31.2% |
| YTD | +42.0% | +223.1% | -181.1% | +13.6% |
| 1Y | +10.5% | +160.6% | -150.2% | -9.3% |
| 3Y | +34.5% | +104.3% | -69.7% | +8.1% |
| 5Y | -40.3% | -40.0% | -0.2% | -47.4% |
| All | -8.7% | -81.9% | +73.2% | -20.4% |
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