+104.5%
ADM vs Z
+6.9%
+97.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.5% |
| 7D | -9.0% | -4.6% | -4.5% | -8.8% |
| 30D | -14.0% | +8.3% | -22.3% | -14.6% |
| 3M | -9.2% | -11.6% | +2.5% | -8.7% |
| 6M | -9.2% | -33.6% | +24.5% | -6.8% |
| YTD | +24.2% | -56.7% | +80.9% | +31.4% |
| 1Y | +27.0% | -59.1% | +86.1% | +34.8% |
| 3Y | +6.6% | -20.4% | +27.0% | +4.7% |
| 5Y | +25.0% | -55.3% | +80.2% | +26.2% |
| 10Y | +100.2% | -14.2% | +114.5% | +64.9% |
| All | +104.5% | +6.9% | +97.6% | +56.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling