-44.0%
ZBRA vs ARWR
-36.3%
-7.8%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.7% |
| 7D | -1.5% | -19.9% | +18.4% | +2.7% |
| 30D | -15.6% | -18.7% | +3.1% | -12.4% |
| 3M | -14.5% | -44.7% | +30.2% | -4.3% |
| 6M | +50.9% | -36.5% | +87.4% | +63.2% |
| YTD | +34.8% | -25.7% | +60.5% | +39.9% |
| 1Y | +28.3% | +18.9% | +9.4% | +19.0% |
| 3Y | +58.8% | +83.1% | -24.3% | +20.2% |
| 5Y | -44.0% | -34.9% | -9.2% | -51.6% |
| All | -44.0% | -36.3% | -7.8% | -51.6% |
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