+37.5%
ZBRA vs ALM
+2,327.9%
-2,290.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +8.8% | -11.6% | -3.1% |
| 7D | +2.6% | +8.4% | -5.8% | +2.3% |
| 30D | -6.4% | +34.8% | -41.2% | -7.4% |
| 3M | +51.3% | +16.2% | +35.0% | +50.0% |
| 6M | +60.5% | +2.1% | +58.4% | +59.4% |
| YTD | +45.2% | +117.0% | -71.8% | +41.4% |
| 1Y | +12.3% | +313.9% | -301.5% | +6.9% |
| 3Y | +37.5% | +2,327.9% | -2,290.4% | +26.5% |
| All | +37.5% | +2,327.9% | -2,290.4% | +26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling