+5.5%
APD vs ZBRA
+27.7%
-22.2%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.3% | +0.5% |
| 7D | +2.2% | -1.2% | +3.4% | +2.2% |
| 30D | +9.4% | -17.8% | +27.2% | +10.7% |
| 3M | +4.7% | -16.0% | +20.7% | +5.6% |
| 6M | +5.5% | +31.4% | -26.0% | +1.7% |
| All | +5.5% | +27.7% | -22.2% | +1.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling