+10.9%
ZBRA vs ALM
+247.3%
-236.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -6.5% | +8.4% | +2.1% |
| 7D | -3.4% | -11.8% | +8.4% | -3.0% |
| 30D | -7.4% | +7.8% | -15.2% | -7.8% |
| 3M | +57.5% | -9.3% | +66.8% | +57.5% |
| 6M | +64.0% | -30.5% | +94.5% | +63.2% |
| YTD | +44.3% | +75.8% | -31.5% | +44.1% |
| 1Y | +10.9% | +241.2% | -230.3% | -0.7% |
| All | +10.9% | +247.3% | -236.4% | -0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling