+106.0%
ADM vs Z
-19.5%
+125.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.5% | +4.7% | -0.4% |
| 7D | -1.8% | -6.5% | +4.6% | -1.5% |
| 30D | -13.3% | -0.1% | -13.2% | -13.4% |
| 3M | -13.4% | -14.1% | +0.8% | -12.8% |
| 6M | -9.6% | -30.1% | +20.4% | -7.9% |
| YTD | +23.0% | -57.5% | +80.5% | +29.5% |
| 1Y | +27.4% | -60.3% | +87.7% | +34.7% |
| 3Y | +5.7% | -21.0% | +26.7% | +4.0% |
| 5Y | +22.1% | -54.9% | +77.0% | +23.0% |
| 10Y | +106.0% | -16.0% | +122.0% | +86.1% |
| All | +106.0% | -19.5% | +125.5% | +86.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling