+19.7%
ZBRA vs ADVB
-88.8%
+108.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.8% | +1.0% | -2.8% |
| 7D | +2.6% | -14.0% | +16.6% | +2.5% |
| 30D | -6.4% | +41.0% | -47.3% | -6.2% |
| 3M | +51.3% | +127.9% | -76.6% | +50.2% |
| 6M | +60.5% | +101.3% | -40.8% | +59.0% |
| YTD | +45.2% | +53.8% | -8.6% | +44.8% |
| 1Y | +12.3% | +4.4% | +7.9% | +12.0% |
| All | +19.7% | -88.8% | +108.5% | +50.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling