-40.3%
ZBRA vs ARWR
+25.7%
-66.0%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.7% | -1.6% |
| 7D | -1.8% | -3.2% | +1.4% | -1.1% |
| 30D | -8.8% | -6.5% | -2.3% | -7.6% |
| 3M | +47.2% | +12.7% | +34.6% | +42.9% |
| 6M | +61.3% | +36.2% | +25.1% | +49.4% |
| YTD | +42.0% | +24.5% | +17.5% | +33.5% |
| 1Y | +10.5% | +198.0% | -187.5% | -15.6% |
| 3Y | +34.5% | +176.4% | -141.8% | -5.7% |
| 5Y | -40.3% | +26.6% | -66.8% | -53.6% |
| All | -40.3% | +25.7% | -66.0% | -53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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