+7.4%
ADM vs ZBH
+1.0%
+6.5%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +0.6% |
| 7D | +0.7% | -2.1% | +2.9% | +1.1% |
| 30D | -14.7% | +13.6% | -28.3% | -17.1% |
| 3M | -10.4% | +7.1% | -17.5% | -12.0% |
| 6M | -10.9% | +26.1% | -37.0% | -16.4% |
| YTD | +26.0% | +17.2% | +8.8% | +19.7% |
| 1Y | +26.5% | +17.4% | +9.1% | +20.0% |
| All | +7.4% | +1.0% | +6.5% | +3.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling