+948.3%
APH vs ZBRA
+373.1%
+575.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.9% | +3.3% | +1.5% |
| 7D | +11.1% | -1.2% | +12.3% | +11.6% |
| 30D | -7.3% | -17.8% | +10.5% | -0.5% |
| 3M | -6.2% | -16.0% | +9.8% | -0.2% |
| 6M | +24.9% | +31.4% | -6.5% | +10.0% |
| YTD | +18.4% | +30.9% | -12.5% | +3.1% |
| 1Y | +13.0% | +24.3% | -11.3% | +0.3% |
| 3Y | +276.4% | +54.2% | +222.2% | +197.1% |
| 5Y | +296.4% | -46.3% | +342.7% | +352.6% |
| All | +948.3% | +373.1% | +575.2% | +546.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling