+112.3%
ADM vs ZM
+53.5%
+58.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.1% | +0.6% | +2.7% |
| 7D | +4.2% | +11.0% | -6.8% | +4.3% |
| 30D | -12.8% | +5.6% | -18.5% | -12.8% |
| 3M | -8.5% | -9.1% | +0.7% | -8.5% |
| 6M | -10.9% | -2.6% | -8.3% | -10.9% |
| YTD | +29.4% | +15.7% | +13.8% | +29.8% |
| 1Y | +27.5% | +18.8% | +8.8% | +28.0% |
| 3Y | +10.3% | +62.2% | -51.8% | +11.3% |
| 5Y | +27.4% | -60.9% | +88.2% | +22.0% |
| All | +112.3% | +53.5% | +58.7% | +108.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 ZM 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