+10.5%
ZBRA vs ADVB
-3.0%
+13.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.3% | +3.2% | -2.3% |
| 7D | -1.8% | -13.0% | +11.2% | -2.1% |
| 30D | -8.8% | +7.5% | -16.3% | -8.6% |
| 3M | +47.2% | +129.1% | -81.9% | +52.1% |
| 6M | +61.3% | +71.7% | -10.4% | +67.0% |
| YTD | +42.0% | +45.5% | -3.5% | +47.2% |
| 1Y | +10.5% | -2.7% | +13.2% | +11.6% |
| All | +10.5% | -3.0% | +13.4% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 1y: compounded portfolio wealth divided by compounded ADVB 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…
1y analysis · Full analysis span regression · 6 months rolling