-40.3%
ZBRA vs ALM
+958.0%
-998.3%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.1% | +1.9% | -2.0% |
| 7D | -1.8% | +3.6% | -5.4% | -1.9% |
| 30D | -8.8% | +33.8% | -42.6% | -9.9% |
| 3M | +47.2% | +14.8% | +32.5% | +45.9% |
| 6M | +61.3% | -7.0% | +68.3% | +60.5% |
| YTD | +42.0% | +108.1% | -66.0% | +37.4% |
| 1Y | +10.5% | +313.8% | -303.3% | +3.8% |
| 3Y | +34.5% | +2,227.6% | -2,193.1% | +16.4% |
| 5Y | -40.3% | +956.6% | -996.9% | -47.4% |
| All | -40.3% | +958.0% | -998.3% | -47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling