+151.9%
ADM vs ZCMD
-100.0%
+251.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.7% | +4.0% | +0.3% |
| 7D | +3.8% | -8.0% | +11.8% | +3.9% |
| 30D | +9.8% | -27.9% | +37.6% | +10.1% |
| 3M | +2.1% | -74.6% | +76.7% | +1.8% |
| 6M | +27.5% | -99.5% | +127.0% | +31.2% |
| YTD | +50.2% | -99.7% | +150.0% | +56.0% |
| 1Y | +40.6% | -99.9% | +140.5% | +47.3% |
| 3Y | +17.2% | -100.0% | +117.2% | +26.0% |
| 5Y | +61.9% | -100.0% | +161.9% | +74.6% |
| All | +151.9% | -100.0% | +251.8% | +199.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling