+67.1%
ADM vs ZBRA
-40.4%
+107.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.2% | +4.6% | +2.7% |
| 7D | +1.4% | -1.8% | +3.2% | +1.6% |
| 30D | +8.2% | -8.8% | +17.0% | +9.3% |
| 3M | +8.7% | +47.2% | -38.5% | +3.3% |
| 6M | +29.1% | +61.3% | -32.2% | +21.0% |
| YTD | +53.7% | +42.0% | +11.6% | +46.0% |
| 1Y | +43.2% | +10.5% | +32.8% | +40.2% |
| 3Y | +21.4% | +34.5% | -13.1% | +11.8% |
| 5Y | +67.1% | -40.3% | +107.4% | +75.4% |
| All | +67.1% | -40.4% | +107.5% | +75.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling