+271.2%
ADI vs ZCMD
-100.0%
+371.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -7.1% | +11.9% | +5.0% |
| 7D | +4.6% | -5.4% | +10.0% | +4.7% |
| 30D | -1.2% | -24.8% | +23.6% | -0.7% |
| 3M | -7.8% | -62.8% | +55.0% | -9.2% |
| 6M | +19.3% | -99.5% | +118.9% | +24.4% |
| YTD | +40.9% | -99.8% | +140.7% | +48.4% |
| 1Y | +54.5% | -99.9% | +154.4% | +65.0% |
| 3Y | +123.4% | -100.0% | +223.4% | +153.6% |
| 5Y | +142.3% | -100.0% | +242.3% | +175.4% |
| All | +271.2% | -100.0% | +371.2% | +441.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling