+296.4%
ARM vs ZBRA
+44.4%
+252.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.5% | +2.5% | +2.9% |
| 7D | +5.5% | +1.8% | +3.7% | +4.2% |
| 30D | -8.2% | -1.7% | -6.5% | -7.3% |
| 3M | -35.9% | +47.8% | -83.7% | -51.7% |
| 6M | +103.1% | +56.7% | +46.4% | +44.8% |
| YTD | +130.6% | +49.4% | +81.2% | +66.2% |
| 1Y | +86.1% | +16.5% | +69.5% | +60.7% |
| All | +296.4% | +44.4% | +252.1% | +182.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling