+933.3%
APP vs ZBRA
+57.4%
+875.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.5% | +3.3% | +4.2% |
| 7D | +79.2% | -9.5% | +88.7% | +85.9% |
| 30D | +48.0% | -15.6% | +63.6% | +59.0% |
| 3M | +18.2% | -13.2% | +31.4% | +25.0% |
| 6M | -12.5% | +44.5% | -57.0% | -30.0% |
| YTD | -39.2% | +34.5% | -73.7% | -50.9% |
| 1Y | -33.9% | +25.9% | -59.7% | -44.4% |
| 3Y | +933.3% | +61.3% | +871.9% | +476.9% |
| All | +933.3% | +57.4% | +875.9% | +476.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling