+525.9%
ZBRA vs ALLE
+327.3%
+198.6%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.1% | +0.7% |
| 7D | -10.9% | -0.6% | -10.3% | -10.5% |
| 30D | -16.6% | +25.3% | -41.9% | -28.7% |
| 3M | -11.6% | +10.3% | -21.9% | -17.9% |
| 6M | +40.2% | +38.0% | +2.1% | +11.3% |
| YTD | +32.6% | +17.8% | +14.8% | +15.9% |
| 1Y | +24.7% | +13.6% | +11.1% | +11.7% |
| 3Y | +56.3% | +89.2% | -32.9% | -1.6% |
| 5Y | -47.0% | +51.1% | -98.1% | -61.6% |
| 10Y | +411.4% | +228.1% | +183.3% | +123.3% |
| All | +525.9% | +327.3% | +198.6% | +142.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling