-37.6%
ZBRA vs ALLE
+13.7%
-51.3%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +0.8% |
| 7D | +1.8% | -0.2% | +2.0% | +2.0% |
| 30D | -1.7% | -6.8% | +5.1% | +3.3% |
| 3M | +47.8% | +21.0% | +26.7% | +28.1% |
| 6M | +56.7% | +1.1% | +55.6% | +54.1% |
| YTD | +49.4% | -0.5% | +49.9% | +47.3% |
| 1Y | +16.5% | -7.3% | +23.8% | +21.3% |
| 3Y | +31.5% | +42.3% | -10.8% | -3.9% |
| All | -37.6% | +13.7% | -51.3% | -49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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