+18.6%
ADM vs ZBH
-20.1%
+38.7%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.9% | +3.8% | +0.8% |
| 7D | -0.1% | -5.2% | +5.2% | +1.1% |
| 30D | +11.0% | -2.4% | +13.4% | +11.6% |
| 3M | +6.0% | +8.3% | -2.2% | +3.4% |
| 6M | +26.9% | +0.7% | +26.3% | +25.8% |
| YTD | +50.0% | +5.3% | +44.7% | +46.2% |
| 1Y | +39.6% | -9.1% | +48.7% | +42.5% |
| All | +18.6% | -20.1% | +38.7% | +25.2% |
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