+1,113.3%
ADM vs ZBH
+287.8%
+825.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.1% | +0.6% |
| 7D | +3.8% | -2.8% | +6.6% | +4.7% |
| 30D | +9.8% | -0.1% | +9.8% | +9.7% |
| 3M | +2.1% | +13.4% | -11.3% | -2.6% |
| 6M | +27.5% | +3.0% | +24.5% | +24.7% |
| YTD | +50.2% | +9.7% | +40.6% | +43.5% |
| 1Y | +40.6% | -5.4% | +46.0% | +40.6% |
| 3Y | +17.2% | -15.6% | +32.8% | +20.3% |
| 5Y | +61.9% | -28.1% | +90.0% | +72.0% |
| 10Y | +159.3% | -15.2% | +174.5% | +148.1% |
| All | +1,113.3% | +287.8% | +825.4% | +619.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling