+47.2%
ZBRA vs ALC
+30.4%
+16.8%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.2% | -1.2% | +0.1% |
| 7D | +0.6% | -1.1% | +1.7% | +1.2% |
| 30D | -14.0% | +16.0% | -30.1% | -21.7% |
| 3M | -14.7% | +0.8% | -15.5% | -15.6% |
| 6M | +31.3% | +16.8% | +14.5% | +18.3% |
| YTD | +33.4% | -5.5% | +38.9% | +35.3% |
| 1Y | +34.1% | -5.3% | +39.4% | +35.6% |
| 3Y | +59.9% | +4.1% | +55.8% | +48.6% |
| 5Y | -45.3% | -7.1% | -38.2% | -45.9% |
| All | +47.2% | +30.4% | +16.8% | +18.1% |
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