+156.3%
ADM vs ZS
+494.5%
-338.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.5% |
| 7D | +3.0% | -8.1% | +11.1% | +3.3% |
| 30D | +8.7% | -8.4% | +17.1% | +8.9% |
| 3M | +7.6% | +31.1% | -23.5% | +6.5% |
| 6M | +26.9% | +4.4% | +22.5% | +25.9% |
| YTD | +54.3% | -27.3% | +81.6% | +55.0% |
| 1Y | +45.7% | -41.4% | +87.0% | +47.5% |
| 3Y | +21.9% | +1.7% | +20.2% | +19.3% |
| 5Y | +67.2% | -39.6% | +106.7% | +63.7% |
| All | +156.3% | +494.5% | -338.1% | +106.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 ZS 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