+16.5%
ZBRA vs ACM
-45.8%
+62.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.8% | +1.5% |
| 7D | +1.8% | -3.7% | +5.5% | +2.2% |
| 30D | -1.7% | -11.1% | +9.4% | -0.2% |
| 3M | +47.8% | -8.0% | +55.8% | +49.2% |
| 6M | +56.7% | -29.7% | +86.4% | +61.5% |
| YTD | +49.4% | -29.4% | +78.8% | +52.3% |
| 1Y | +16.5% | -46.4% | +63.0% | +28.3% |
| All | +16.5% | -45.8% | +62.3% | +28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling