-39.2%
ZBRA vs ALC
-15.6%
-23.6%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.0% | -0.9% | -1.6% |
| 7D | +2.6% | -3.7% | +6.2% | +5.0% |
| 30D | -6.4% | -3.7% | -2.6% | -4.2% |
| 3M | +51.3% | +4.6% | +46.7% | +46.7% |
| 6M | +60.5% | -14.6% | +75.1% | +75.6% |
| YTD | +45.2% | -11.9% | +57.1% | +54.8% |
| 1Y | +12.3% | -13.1% | +25.5% | +20.9% |
| 3Y | +37.5% | -15.0% | +52.5% | +45.1% |
| 5Y | -39.2% | -16.2% | -23.0% | -36.7% |
| All | -39.2% | -15.6% | -23.6% | -36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling