-40.3%
ZBRA vs ACM
+2.7%
-43.0%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.1% | +0.9% | -0.6% |
| 7D | -1.8% | -3.7% | +1.9% | +0.1% |
| 30D | -8.8% | -12.7% | +3.9% | -3.1% |
| 3M | +47.2% | -9.8% | +57.0% | +53.6% |
| 6M | +61.3% | -31.4% | +92.7% | +94.4% |
| YTD | +42.0% | -32.1% | +74.1% | +68.9% |
| 1Y | +10.5% | -47.8% | +58.3% | +55.5% |
| 3Y | +34.5% | -22.1% | +56.6% | +39.4% |
| 5Y | -40.3% | +1.8% | -42.1% | -47.8% |
| All | -40.3% | +2.7% | -43.0% | -47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling