+62.6%
ADM vs ZS
-42.6%
+105.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.6% | +4.5% | -0.1% |
| 7D | -0.1% | -9.2% | +9.2% | +0.1% |
| 30D | +11.0% | -4.0% | +15.0% | +11.0% |
| 3M | +6.0% | +25.3% | -19.3% | +5.6% |
| 6M | +26.9% | -1.3% | +28.2% | +26.5% |
| YTD | +50.0% | -28.0% | +78.0% | +50.5% |
| 1Y | +39.6% | -42.5% | +82.1% | +40.8% |
| 3Y | +18.5% | +0.7% | +17.8% | +16.3% |
| 5Y | +62.6% | -42.3% | +104.9% | +57.7% |
| All | +62.6% | -42.6% | +105.2% | +57.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling