+64.8%
ZBRA vs ALC
+24.0%
+40.8%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | +2.8% |
| 7D | +1.8% | -2.1% | +3.9% | +3.0% |
| 30D | -1.7% | -0.1% | -1.6% | -1.8% |
| 3M | +47.8% | +5.9% | +41.9% | +42.4% |
| 6M | +56.7% | -15.9% | +72.7% | +72.3% |
| YTD | +49.4% | -10.1% | +59.5% | +56.9% |
| 1Y | +16.5% | -10.2% | +26.8% | +22.4% |
| 3Y | +31.5% | -13.6% | +45.0% | +38.0% |
| 5Y | -38.6% | -15.1% | -23.4% | -35.8% |
| All | +64.8% | +24.0% | +40.8% | +37.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling