+256.0%
ADI vs ZCMD
-100.0%
+355.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.7% | +0.3% |
| 7D | +2.4% | -1.4% | +3.8% | +2.5% |
| 30D | -6.6% | -21.6% | +15.0% | -6.2% |
| 3M | -9.8% | -67.4% | +57.6% | -10.9% |
| 6M | +15.7% | -99.4% | +115.1% | +20.1% |
| YTD | +35.1% | -99.7% | +134.9% | +42.1% |
| 1Y | +47.7% | -99.9% | +147.6% | +57.3% |
| 3Y | +114.5% | -100.0% | +214.4% | +143.2% |
| 5Y | +141.2% | -100.0% | +241.2% | +173.4% |
| All | +256.0% | -100.0% | +355.9% | +418.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded ZCMD 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling