+40.6%
ADM vs Z
-58.8%
+99.4%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.1% |
| 7D | +3.8% | -3.0% | +6.8% | +3.6% |
| 30D | +9.8% | -4.2% | +13.9% | +9.5% |
| 3M | +2.1% | -3.7% | +5.8% | +2.3% |
| 6M | +27.5% | -24.5% | +52.0% | +26.7% |
| YTD | +50.2% | -49.3% | +99.5% | +50.0% |
| 1Y | +40.6% | -58.7% | +99.3% | +43.3% |
| All | +40.6% | -58.8% | +99.4% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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