+279.0%
ADP vs Z
-5.7%
+284.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.9% |
| 7D | -5.7% | -7.1% | +1.4% | -4.7% |
| 30D | -3.1% | -4.8% | +1.7% | -2.5% |
| 3M | +15.6% | -9.3% | +24.9% | +16.9% |
| 6M | +20.8% | -29.0% | +49.8% | +26.0% |
| YTD | +4.7% | -52.9% | +57.6% | +15.3% |
| 1Y | -8.3% | -63.1% | +54.8% | +4.0% |
| 3Y | +13.6% | -36.9% | +50.4% | +16.5% |
| 5Y | +45.0% | -65.5% | +110.5% | +53.9% |
| 10Y | +279.0% | -3.9% | +282.8% | +198.7% |
| All | +279.0% | -5.7% | +284.7% | +198.7% |
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