-2.9%
ADSK vs ZBRA
+35.9%
-38.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.5% | -0.1% |
| 7D | -2.5% | -3.4% | +0.9% | -1.7% |
| 30D | -14.9% | -7.4% | -7.5% | -13.4% |
| 3M | +3.3% | +57.5% | -54.2% | -8.5% |
| 6M | -15.7% | +64.0% | -79.6% | -26.6% |
| YTD | -28.2% | +44.3% | -72.5% | -35.9% |
| 1Y | -34.5% | +10.9% | -45.4% | -37.1% |
| 3Y | -2.9% | +37.5% | -40.4% | -12.4% |
| All | -2.9% | +35.9% | -38.8% | -12.4% |
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 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