+117.0%
ADM vs ZCMD
-100.0%
+217.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.2% | +5.9% | +2.8% |
| 7D | +4.2% | -7.7% | +11.9% | +4.3% |
| 30D | -12.8% | -34.8% | +21.9% | -12.5% |
| 3M | -8.5% | -56.3% | +47.8% | -7.8% |
| 6M | -10.9% | -99.7% | +88.8% | -7.9% |
| YTD | +29.4% | -99.9% | +129.3% | +35.1% |
| 1Y | +27.5% | -99.9% | +127.4% | +33.8% |
| 3Y | +10.3% | -100.0% | +110.3% | +18.7% |
| 5Y | +27.4% | -100.0% | +127.4% | +38.7% |
| All | +117.0% | -100.0% | +217.0% | +159.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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