+67.1%
ADM vs ZBH
-31.0%
+98.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.3% |
| 7D | +1.4% | -4.9% | +6.3% | +2.6% |
| 30D | +8.2% | -3.2% | +11.5% | +9.0% |
| 3M | +8.7% | +5.8% | +2.9% | +6.7% |
| 6M | +29.1% | +2.0% | +27.1% | +27.4% |
| YTD | +53.7% | +5.8% | +47.9% | +49.8% |
| 1Y | +43.2% | -7.9% | +51.2% | +45.0% |
| 3Y | +21.4% | -19.4% | +40.8% | +26.4% |
| 5Y | +67.1% | -29.5% | +96.6% | +75.8% |
| All | +67.1% | -31.0% | +98.1% | +75.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling