+131.0%
AMDL vs ZBRA
+19.5%
+111.5%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -2.2% | +8.2% | +8.2% |
| 7D | +29.0% | -1.8% | +30.7% | +30.6% |
| 30D | +19.1% | -8.8% | +27.9% | +29.9% |
| 3M | +1.8% | +47.2% | -45.5% | -34.7% |
| 6M | +374.4% | +61.3% | +313.1% | +170.6% |
| YTD | +278.9% | +42.0% | +236.9% | +132.0% |
| 1Y | +510.6% | +10.5% | +500.1% | +410.9% |
| All | +131.0% | +19.5% | +111.5% | +62.1% |
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 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