+503.8%
APP vs ZBRA
-37.0%
+540.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.9% | +0.2% | -1.1% |
| 7D | +10.6% | -1.2% | +11.7% | +11.4% |
| 30D | +44.6% | -17.8% | +62.4% | +60.7% |
| 3M | +29.6% | -16.0% | +45.6% | +41.6% |
| 6M | -19.8% | +31.4% | -51.2% | -35.4% |
| YTD | -41.6% | +30.9% | -72.5% | -54.7% |
| 1Y | -32.7% | +24.3% | -57.0% | -46.0% |
| 3Y | +799.0% | +54.2% | +744.9% | +467.4% |
| 5Y | +250.4% | -46.3% | +296.7% | +339.4% |
| All | +503.8% | -37.0% | +540.8% | +603.4% |
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 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