+56.3%
ZBRA vs ALC
+17.1%
+39.2%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | +1.4% |
| 7D | -3.8% | -7.7% | +3.9% | +0.9% |
| 30D | -10.2% | -11.7% | +1.5% | -3.4% |
| 3M | +58.7% | +0.7% | +58.0% | +57.6% |
| 6M | +61.9% | -17.1% | +79.0% | +79.3% |
| YTD | +41.7% | -15.1% | +56.8% | +54.1% |
| 1Y | +12.4% | -14.1% | +26.5% | +21.2% |
| 3Y | +34.2% | -18.2% | +52.3% | +45.6% |
| 5Y | -40.8% | -19.2% | -21.6% | -36.2% |
| All | +56.3% | +17.1% | +39.2% | +34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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