+14.1%
APD vs ZBRA
-45.1%
+59.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.7% |
| 7D | -0.2% | -2.5% | +2.2% | +0.3% |
| 30D | +11.0% | -17.0% | +28.0% | +14.9% |
| 3M | +2.0% | -15.0% | +17.0% | +4.9% |
| 6M | +7.1% | +42.2% | -35.1% | -2.1% |
| YTD | +29.8% | +32.4% | -2.6% | +19.7% |
| 1Y | +24.0% | +23.3% | +0.7% | +16.2% |
| 3Y | +27.2% | +55.9% | -28.7% | +7.9% |
| All | +14.1% | -45.1% | +59.2% | +22.7% |
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