+697.4%
ZBRA vs ALM
+7,705.7%
-7,008.3%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +1.5% |
| 7D | +1.8% | -2.6% | +4.4% | +1.8% |
| 30D | -1.7% | +32.0% | -33.7% | -1.7% |
| 3M | +47.8% | -15.0% | +62.8% | +47.8% |
| 6M | +56.7% | -10.1% | +66.9% | +56.7% |
| YTD | +49.4% | +99.4% | -50.0% | +49.3% |
| 1Y | +16.5% | +316.4% | -299.8% | +16.4% |
| 3Y | +31.5% | +2,022.0% | -1,990.5% | +31.1% |
| 5Y | -38.6% | +941.2% | -979.8% | -38.7% |
| 10Y | +421.0% | +2,950.3% | -2,529.4% | +420.5% |
| All | +697.4% | +7,705.7% | -7,008.3% | +705.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling