+21.5%
ADM vs ZS
+2.4%
+19.2%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.6% | -0.1% | +2.5% |
| 7D | +1.4% | -3.8% | +5.2% | +1.3% |
| 30D | +8.2% | -6.0% | +14.2% | +8.1% |
| 3M | +8.7% | +32.0% | -23.3% | +9.1% |
| 6M | +29.1% | +2.1% | +26.9% | +29.1% |
| YTD | +53.7% | -26.2% | +79.8% | +53.5% |
| 1Y | +43.2% | -41.2% | +84.4% | +43.3% |
| All | +21.5% | +2.4% | +19.2% | +17.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling