+126.6%
ADM vs ZBRA
+382.3%
-255.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.9% | +0.8% | +2.4% |
| 7D | +4.2% | +0.6% | +3.6% | +4.1% |
| 30D | -12.8% | -14.0% | +1.2% | -10.4% |
| 3M | -8.5% | -14.7% | +6.2% | -6.0% |
| 6M | -10.9% | +31.3% | -42.2% | -16.4% |
| YTD | +29.4% | +33.4% | -4.0% | +20.1% |
| 1Y | +27.5% | +34.1% | -6.6% | +18.1% |
| 3Y | +10.3% | +59.9% | -49.6% | -6.4% |
| 5Y | +27.4% | -45.3% | +72.6% | +35.8% |
| All | +126.6% | +382.3% | -255.6% | +60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 10y: compounded portfolio wealth divided by compounded ZBRA 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…
10y analysis · Full analysis span regression · 6 months rolling