+67.1%
ADM vs ZCMD
-100.0%
+167.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.0% | -1.6% | +2.4% |
| 7D | +1.4% | -4.1% | +5.5% | +1.4% |
| 30D | +8.2% | -22.7% | +30.9% | +8.4% |
| 3M | +8.7% | -62.5% | +71.2% | +8.1% |
| 6M | +29.1% | -99.5% | +128.5% | +30.9% |
| YTD | +53.7% | -99.7% | +153.4% | +56.5% |
| 1Y | +43.2% | -99.9% | +143.1% | +46.5% |
| 3Y | +21.4% | -100.0% | +121.4% | +23.4% |
| 5Y | +67.1% | -100.0% | +167.1% | +69.4% |
| All | +67.1% | -100.0% | +167.1% | +69.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling