+4,316.9%
APD vs ZBRA
+9,227.6%
-4,910.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.4% | -1.2% |
| 7D | -2.2% | +1.8% | -4.0% | -2.6% |
| 30D | +2.1% | -1.7% | +3.8% | +2.4% |
| 3M | +7.2% | +47.8% | -40.6% | -1.4% |
| 6M | +11.2% | +56.7% | -45.5% | +0.6% |
| YTD | +24.4% | +49.4% | -25.0% | +13.1% |
| 1Y | +6.7% | +16.5% | -9.9% | +1.3% |
| 3Y | +9.2% | +31.5% | -22.2% | -0.8% |
| 5Y | +27.4% | -38.6% | +65.9% | +30.2% |
| 10Y | +164.8% | +421.0% | -256.1% | +80.4% |
| All | +4,316.9% | +9,227.6% | -4,910.7% | +1,725.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling