+62.6%
ADM vs ZM
-67.8%
+130.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.8% | +4.7% | 0.0% |
| 7D | -0.1% | +1.6% | -1.7% | -0.1% |
| 30D | +11.0% | -7.7% | +18.7% | +11.3% |
| 3M | +6.0% | -4.7% | +10.7% | +6.1% |
| 6M | +26.9% | +24.4% | +2.5% | +25.7% |
| YTD | +50.0% | +11.8% | +38.2% | +49.1% |
| 1Y | +39.6% | +13.4% | +26.2% | +38.5% |
| 3Y | +18.5% | +33.8% | -15.3% | +16.1% |
| 5Y | +62.6% | -67.2% | +129.7% | +56.0% |
| All | +62.6% | -67.8% | +130.4% | +56.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling