+852.1%
ZBRA vs ACM
+230.8%
+621.3%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.8% | +1.6% |
| 7D | +1.8% | -3.7% | +5.5% | +3.4% |
| 30D | -1.7% | -11.1% | +9.4% | +2.5% |
| 3M | +47.8% | -8.0% | +55.8% | +51.8% |
| 6M | +56.7% | -29.7% | +86.4% | +79.2% |
| YTD | +49.4% | -29.4% | +78.8% | +68.7% |
| 1Y | +16.5% | -46.4% | +63.0% | +48.0% |
| 3Y | +31.5% | -22.3% | +53.8% | +41.5% |
| 5Y | -38.6% | +4.5% | -43.1% | -41.8% |
| 10Y | +421.0% | +127.6% | +293.3% | +240.8% |
| All | +852.1% | +230.8% | +621.3% | +364.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling