+146.4%
ADM vs ZM
+55.9%
+90.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.3% | -3.0% | +0.3% |
| 7D | +3.8% | +2.9% | +0.8% | +3.8% |
| 30D | +9.8% | +0.7% | +9.1% | +9.8% |
| 3M | +2.1% | -3.7% | +5.8% | +2.1% |
| 6M | +27.5% | +29.9% | -2.4% | +28.0% |
| YTD | +50.2% | +17.4% | +32.8% | +50.7% |
| 1Y | +40.6% | +22.4% | +18.2% | +41.1% |
| 3Y | +17.2% | +41.3% | -24.1% | +17.9% |
| 5Y | +61.9% | -66.0% | +127.9% | +54.0% |
| All | +146.4% | +55.9% | +90.5% | +142.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling