-39.2%
ZBRA vs ALK
-28.9%
-10.3%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.1% | +0.3% | -1.5% |
| 7D | +2.6% | +0.1% | +2.4% | +2.5% |
| 30D | -6.4% | -18.5% | +12.1% | +1.6% |
| 3M | +51.3% | -3.6% | +54.8% | +52.6% |
| 6M | +60.5% | -3.7% | +64.2% | +59.0% |
| YTD | +45.2% | -19.0% | +64.2% | +53.3% |
| 1Y | +12.3% | -36.0% | +48.4% | +30.7% |
| 3Y | +37.5% | +2.3% | +35.2% | +21.4% |
| 5Y | -39.2% | -27.8% | -11.4% | -40.9% |
| All | -39.2% | -28.9% | -10.3% | -40.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling