+371.4%
ZBRA vs ALK
-39.7%
+411.1%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | -2.5% | +12.9% | -15.4% | -6.8% |
| 30D | -17.0% | +5.5% | -22.5% | -19.0% |
| 3M | -15.0% | -12.1% | -2.9% | -11.7% |
| 6M | +42.2% | +1.7% | +40.5% | +38.7% |
| YTD | +32.4% | -17.4% | +49.8% | +36.9% |
| 1Y | +23.3% | -1.9% | +25.2% | +19.4% |
| 3Y | +55.9% | +21.2% | +34.6% | +34.4% |
| 5Y | -44.8% | -27.8% | -17.0% | -43.9% |
| 10Y | +371.4% | -41.0% | +412.4% | +367.5% |
| All | +371.4% | -39.7% | +411.1% | +367.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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