+22.1%
ADM vs ZS
-44.0%
+66.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.7% |
| 7D | -1.8% | -13.4% | +11.6% | -1.7% |
| 30D | -13.3% | -16.6% | +3.3% | -13.1% |
| 3M | -13.4% | +10.3% | -23.7% | -13.5% |
| 6M | -9.6% | +28.1% | -37.7% | -10.3% |
| YTD | +23.0% | -13.3% | +36.4% | +23.1% |
| 1Y | +27.4% | -40.7% | +68.1% | +28.8% |
| 3Y | +5.7% | +11.4% | -5.7% | +3.6% |
| 5Y | +22.1% | -42.2% | +64.3% | +17.6% |
| All | +22.1% | -44.0% | +66.1% | +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 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