+10.3%
ADM vs Z
-18.1%
+28.4%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.5% | -0.8% | +2.7% |
| 7D | +4.2% | +0.8% | +3.3% | +4.2% |
| 30D | -12.8% | +5.2% | -18.0% | -12.9% |
| 3M | -8.5% | -17.0% | +8.6% | -8.3% |
| 6M | -10.9% | -22.7% | +11.7% | -10.5% |
| YTD | +29.4% | -56.3% | +85.7% | +32.8% |
| 1Y | +27.5% | -57.7% | +85.2% | +31.0% |
| 3Y | +10.3% | -16.5% | +26.9% | +7.0% |
| All | +10.3% | -18.1% | +28.4% | +7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling