+2,821.4%
ZBRA vs ARWR
-97.0%
+2,918.4%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.6% | +1.5% |
| 7D | +1.8% | +1.7% | +0.1% | +1.8% |
| 30D | -1.7% | -0.7% | -1.0% | -1.7% |
| 3M | +47.8% | +14.9% | +32.9% | +47.6% |
| 6M | +56.7% | +32.6% | +24.1% | +56.4% |
| YTD | +49.4% | +30.0% | +19.3% | +49.0% |
| 1Y | +16.5% | +208.4% | -191.8% | +15.5% |
| 3Y | +31.5% | +208.8% | -177.3% | +30.0% |
| 5Y | -38.6% | +27.8% | -66.4% | -39.0% |
| 10Y | +421.0% | +1,107.6% | -686.6% | +410.0% |
| All | +2,821.4% | -97.0% | +2,918.4% | +2,893.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling