+22.1%
ADM vs ZM
-64.6%
+86.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.7% |
| 7D | -1.8% | -1.0% | -0.8% | -1.8% |
| 30D | -13.3% | -7.0% | -6.3% | -13.1% |
| 3M | -13.4% | -15.2% | +1.8% | -12.9% |
| 6M | -9.6% | -16.8% | +7.2% | -9.2% |
| YTD | +23.0% | +5.4% | +17.7% | +22.4% |
| 1Y | +27.4% | +9.3% | +18.0% | +26.5% |
| 3Y | +5.7% | +46.5% | -40.8% | +3.2% |
| 5Y | +22.1% | -63.8% | +85.9% | +15.1% |
| All | +22.1% | -64.6% | +86.7% | +15.1% |
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