+21.5%
ADM vs ZBRA
+33.8%
-12.2%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.2% | +4.6% | +2.6% |
| 7D | +1.4% | -1.8% | +3.2% | +1.5% |
| 30D | +8.2% | -8.8% | +17.0% | +8.9% |
| 3M | +8.7% | +47.2% | -38.5% | +5.0% |
| 6M | +29.1% | +61.3% | -32.2% | +23.4% |
| YTD | +53.7% | +42.0% | +11.6% | +48.4% |
| 1Y | +43.2% | +10.5% | +32.8% | +41.4% |
| All | +21.5% | +33.8% | -12.2% | +10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling