+162.4%
ADM vs Z
-7.0%
+169.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.4% | +6.3% | +0.3% |
| 7D | -0.1% | -3.3% | +3.2% | +0.1% |
| 30D | +11.0% | -3.7% | +14.7% | +11.2% |
| 3M | +6.0% | -7.0% | +13.0% | +6.2% |
| 6M | +26.9% | -29.5% | +56.4% | +29.4% |
| YTD | +50.0% | -52.6% | +102.6% | +57.2% |
| 1Y | +39.6% | -64.0% | +103.6% | +49.2% |
| 3Y | +18.5% | -36.4% | +55.0% | +19.2% |
| 5Y | +62.6% | -65.8% | +128.3% | +68.2% |
| 10Y | +162.4% | -5.8% | +168.2% | +127.5% |
| All | +162.4% | -7.0% | +169.4% | +127.5% |
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