+28.4%
ADM vs Z
-58.2%
+86.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.8% | -4.0% | 0.0% |
| 7D | -7.8% | -5.2% | -2.7% | -8.0% |
| 30D | -12.6% | +5.7% | -18.3% | -12.0% |
| 3M | -8.2% | -8.7% | +0.5% | -8.6% |
| 6M | -8.9% | -26.0% | +17.1% | -10.3% |
| YTD | +24.0% | -55.0% | +79.0% | +20.0% |
| All | +28.4% | -58.2% | +86.6% | +24.5% |
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 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