+4,566.2%
APD vs ZBRA
+8,072.8%
-3,506.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.3% | +0.9% |
| 7D | +2.2% | -1.2% | +3.4% | +2.4% |
| 30D | +9.4% | -17.8% | +27.2% | +13.3% |
| 3M | +4.7% | -16.0% | +20.7% | +7.9% |
| 6M | +5.5% | +31.4% | -26.0% | -1.2% |
| YTD | +31.4% | +30.9% | +0.5% | +22.2% |
| 1Y | +24.1% | +24.3% | -0.2% | +16.5% |
| 3Y | +28.8% | +54.2% | -25.4% | +13.4% |
| 5Y | +15.8% | -46.3% | +62.1% | +21.3% |
| 10Y | +191.6% | +375.2% | -183.6% | +102.0% |
| All | +4,566.2% | +8,072.8% | -3,506.6% | +1,872.5% |
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