+605.0%
ZBRA vs ALLE
+260.9%
+344.2%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +0.8% |
| 7D | +1.8% | -0.2% | +2.0% | +1.9% |
| 30D | -1.7% | -6.8% | +5.1% | +2.9% |
| 3M | +47.8% | +21.0% | +26.7% | +29.4% |
| 6M | +56.7% | +1.1% | +55.6% | +53.8% |
| YTD | +49.4% | -0.5% | +49.9% | +47.2% |
| 1Y | +16.5% | -7.3% | +23.8% | +20.5% |
| 3Y | +31.5% | +42.3% | -10.8% | +0.8% |
| 5Y | -38.6% | +13.5% | -52.0% | -46.1% |
| 10Y | +421.0% | +144.0% | +276.9% | +176.2% |
| All | +605.0% | +260.9% | +344.2% | +207.5% |
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