+25.3%
APD vs ZBRA
-40.4%
+65.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.4% |
| 7D | -4.6% | -1.8% | -2.8% | -4.3% |
| 30D | -4.2% | -8.8% | +4.6% | -2.5% |
| 3M | +5.0% | +47.2% | -42.3% | -3.9% |
| 6M | +8.9% | +61.3% | -52.4% | -2.9% |
| YTD | +21.9% | +42.0% | -20.1% | +11.2% |
| 1Y | +5.6% | +10.5% | -4.9% | +1.7% |
| 3Y | +6.9% | +34.5% | -27.6% | -5.4% |
| 5Y | +25.3% | -40.3% | +65.6% | +30.8% |
| All | +25.3% | -40.4% | +65.7% | +30.8% |
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