+37.5%
ZBRA vs ACM
-19.8%
+57.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.5% |
| 7D | +2.6% | -0.3% | +2.9% | +2.7% |
| 30D | -6.4% | -12.9% | +6.6% | -1.4% |
| 3M | +51.3% | -6.4% | +57.7% | +54.4% |
| 6M | +60.5% | -29.2% | +89.7% | +85.0% |
| YTD | +45.2% | -29.9% | +75.1% | +65.2% |
| 1Y | +12.3% | -47.3% | +59.6% | +52.5% |
| 3Y | +37.5% | -19.6% | +57.1% | +31.1% |
| All | +37.5% | -19.8% | +57.3% | +31.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling