+147.2%
ADM vs Z
+25.1%
+122.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.4% |
| 7D | +3.8% | -3.0% | +6.8% | +4.0% |
| 30D | +9.8% | -4.2% | +13.9% | +10.0% |
| 3M | +2.1% | -3.7% | +5.8% | +2.1% |
| 6M | +27.5% | -24.5% | +52.0% | +29.7% |
| YTD | +50.2% | -49.3% | +99.5% | +57.4% |
| 1Y | +40.6% | -58.7% | +99.3% | +49.6% |
| 3Y | +17.2% | -34.1% | +51.4% | +17.7% |
| 5Y | +61.9% | -64.5% | +126.4% | +67.8% |
| 10Y | +159.3% | -0.5% | +159.8% | +111.7% |
| All | +147.2% | +25.1% | +122.1% | +87.5% |
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 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