+319.9%
ADP vs Z
-16.5%
+336.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.5% | -2.8% | +0.1% |
| 7D | +2.2% | +0.8% | +1.3% | +2.0% |
| 30D | +10.6% | +5.2% | +5.4% | +9.4% |
| 3M | +12.9% | -17.0% | +30.0% | +15.4% |
| 6M | +50.6% | -22.7% | +73.3% | +55.1% |
| YTD | +23.2% | -56.3% | +79.5% | +36.4% |
| 1Y | +25.3% | -57.7% | +82.9% | +39.1% |
| 3Y | +47.1% | -16.5% | +63.7% | +44.7% |
| 5Y | +50.1% | -53.4% | +103.5% | +53.9% |
| All | +319.9% | -16.5% | +336.4% | +243.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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