+126.6%
ADM vs ZBH
+17.7%
+108.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.3% | +4.0% | +3.1% |
| 7D | +4.2% | -2.3% | +6.4% | +4.9% |
| 30D | -12.8% | +12.5% | -25.3% | -16.4% |
| 3M | -8.5% | +3.9% | -12.4% | -10.2% |
| 6M | -10.9% | +25.4% | -36.3% | -18.2% |
| YTD | +29.4% | +15.7% | +13.7% | +21.0% |
| 1Y | +27.5% | +15.2% | +12.4% | +19.3% |
| 3Y | +10.3% | +0.3% | +10.0% | +6.8% |
| 5Y | +27.4% | -16.1% | +43.4% | +28.5% |
| All | +126.6% | +17.7% | +108.9% | +105.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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