+311.3%
ARM vs ZBRA
+40.3%
+271.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.8% | +6.6% | +5.6% |
| 7D | +11.4% | +2.6% | +8.8% | +9.4% |
| 30D | -7.4% | -6.4% | -1.1% | -3.4% |
| 3M | -24.5% | +51.3% | -75.8% | -44.3% |
| 6M | +128.7% | +60.5% | +68.1% | +59.7% |
| YTD | +139.3% | +45.2% | +94.1% | +75.6% |
| 1Y | +88.0% | +12.3% | +75.6% | +66.4% |
| All | +311.3% | +40.3% | +271.0% | +198.1% |
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