+59.9%
ZBRA vs ALC
+4.4%
+55.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.2% | -1.2% | +0.4% |
| 7D | +0.6% | -1.1% | +1.7% | +1.1% |
| 30D | -14.0% | +16.0% | -30.1% | -20.5% |
| 3M | -14.7% | +0.8% | -15.5% | -15.3% |
| 6M | +31.3% | +16.8% | +14.5% | +20.3% |
| YTD | +33.4% | -5.5% | +38.9% | +35.3% |
| 1Y | +34.1% | -5.3% | +39.4% | +35.7% |
| 3Y | +59.9% | +4.1% | +55.8% | +49.8% |
| All | +59.9% | +4.4% | +55.5% | +49.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling