+333.0%
APP vs ZBRA
-38.9%
+371.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.8% | +1.3% |
| 7D | +0.9% | +1.8% | -0.9% | -0.2% |
| 30D | -23.3% | -1.7% | -21.6% | -22.5% |
| 3M | -42.6% | +47.8% | -90.4% | -56.3% |
| 6M | -33.6% | +56.7% | -90.4% | -52.0% |
| YTD | -52.4% | +49.4% | -101.8% | -65.7% |
| 1Y | -35.9% | +16.5% | -52.4% | -45.7% |
| 3Y | +642.2% | +31.5% | +610.8% | +437.4% |
| All | +333.0% | -38.9% | +371.8% | +485.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling