+37.3%
ZBRA vs ABCL
+109.3%
-72.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.6% |
| 7D | +1.8% | +0.7% | +1.1% | +1.7% |
| 30D | -1.7% | +93.1% | -94.8% | -11.8% |
| 3M | +47.8% | +79.4% | -31.7% | +33.0% |
| 6M | +56.7% | +214.9% | -158.1% | +27.3% |
| YTD | +49.4% | +234.2% | -184.8% | +18.6% |
| 1Y | +16.5% | +174.8% | -158.2% | -5.0% |
| All | +37.3% | +109.3% | -72.1% | +5.8% |
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