-45.2%
ZBRA vs ALK
-29.1%
-16.1%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +7.1% | -5.6% | -1.4% |
| 7D | -9.5% | +8.9% | -18.4% | -12.8% |
| 30D | -15.6% | +5.9% | -21.6% | -18.1% |
| 3M | -13.2% | -16.5% | +3.3% | -7.3% |
| 6M | +44.5% | +2.1% | +42.4% | +40.2% |
| YTD | +34.5% | -17.1% | +51.6% | +39.7% |
| 1Y | +25.9% | -2.9% | +28.7% | +21.1% |
| 3Y | +61.3% | +24.5% | +36.8% | +26.9% |
| 5Y | -45.2% | -29.1% | -16.0% | -46.4% |
| All | -45.2% | -29.1% | -16.1% | -46.4% |
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