-39.2%
ZBRA vs ABCL
-39.9%
+0.7%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -2.9% | -2.8% |
| 7D | +2.6% | +1.4% | +1.2% | +2.3% |
| 30D | -6.4% | +65.1% | -71.4% | -15.6% |
| 3M | +51.3% | +111.1% | -59.8% | +29.1% |
| 6M | +60.5% | +231.6% | -171.1% | +23.5% |
| YTD | +45.2% | +234.5% | -189.3% | +9.8% |
| 1Y | +12.3% | +174.3% | -162.0% | -12.6% |
| 3Y | +37.5% | +111.5% | -73.9% | +5.3% |
| 5Y | -39.2% | -37.3% | -1.9% | -46.5% |
| All | -39.2% | -39.9% | +0.7% | -46.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling