+415.6%
ZBRA vs ACM
+135.8%
+279.8%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.1% | +0.9% | -0.7% |
| 7D | -1.8% | -3.7% | +1.9% | 0.0% |
| 30D | -8.8% | -12.7% | +3.9% | -3.4% |
| 3M | +47.2% | -9.8% | +57.0% | +53.2% |
| 6M | +61.3% | -31.4% | +92.7% | +91.0% |
| YTD | +42.0% | -32.1% | +74.1% | +66.7% |
| 1Y | +10.5% | -47.8% | +58.3% | +48.5% |
| 3Y | +34.5% | -22.1% | +56.6% | +44.8% |
| 5Y | -40.3% | +1.8% | -42.1% | -44.1% |
| All | +415.6% | +135.8% | +279.8% | +213.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling