+1,669.5%
ADM vs ZBRA
+9,227.6%
-7,558.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | 0.0% |
| 7D | +3.8% | +1.8% | +2.0% | +3.5% |
| 30D | +9.8% | -1.7% | +11.4% | +10.0% |
| 3M | +2.1% | +47.8% | -45.6% | -4.7% |
| 6M | +27.5% | +56.7% | -29.2% | +17.4% |
| YTD | +50.2% | +49.4% | +0.8% | +39.0% |
| 1Y | +40.6% | +16.5% | +24.0% | +34.7% |
| 3Y | +17.2% | +31.5% | -14.2% | +7.5% |
| 5Y | +61.9% | -38.6% | +100.5% | +63.8% |
| 10Y | +159.3% | +421.0% | -261.7% | +83.6% |
| All | +1,669.5% | +9,227.6% | -7,558.1% | +697.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling