+61.3%
ZBRA vs ABCL
+196.9%
-135.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.2% | -3.8% | +0.8% |
| 7D | -9.5% | +12.4% | -21.9% | -11.0% |
| 30D | -15.6% | -0.4% | -15.3% | -15.9% |
| 3M | -13.2% | +80.4% | -93.6% | -21.3% |
| 6M | +44.5% | +138.5% | -94.0% | +24.0% |
| YTD | +34.5% | +265.5% | -230.9% | +5.8% |
| 1Y | +25.9% | +219.7% | -193.8% | +1.3% |
| 3Y | +61.3% | +209.4% | -148.1% | +22.8% |
| All | +61.3% | +196.9% | -135.6% | +22.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling