+102.6%
ADM vs Z
-11.7%
+114.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.8% | -4.0% | -0.4% |
| 7D | -7.8% | -5.2% | -2.7% | -7.6% |
| 30D | -12.6% | +5.7% | -18.3% | -13.0% |
| 3M | -8.2% | -8.7% | +0.5% | -8.0% |
| 6M | -8.9% | -26.0% | +17.1% | -7.5% |
| YTD | +24.0% | -55.0% | +79.0% | +30.1% |
| 1Y | +26.2% | -58.0% | +84.1% | +32.9% |
| 3Y | +7.0% | -15.2% | +22.2% | +4.8% |
| 5Y | +24.9% | -53.8% | +78.7% | +25.7% |
| 10Y | +102.6% | -14.5% | +117.2% | +78.9% |
| All | +102.6% | -11.7% | +114.3% | +78.9% |
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