+199.6%
ARM vs ZBRA
+28.9%
+170.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.9% | -6.6% | -6.0% |
| 7D | +9.1% | +0.6% | +8.5% | +8.7% |
| 30D | -19.9% | -14.0% | -5.9% | -11.3% |
| 3M | -31.6% | -14.7% | -17.0% | -23.8% |
| 6M | -13.9% | +31.3% | -45.2% | -30.1% |
| YTD | +74.3% | +33.4% | +40.9% | +35.7% |
| 1Y | +35.8% | +34.1% | +1.7% | +5.1% |
| 3Y | +268.6% | +59.9% | +208.7% | +137.0% |
| All | +199.6% | +28.9% | +170.7% | +130.4% |
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