-7.7%
ADP vs Z
-63.3%
+55.5%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -6.4% | +3.0% | -1.8% |
| 7D | -5.5% | -3.3% | -2.2% | -4.7% |
| 30D | -1.2% | -3.7% | +2.5% | -0.4% |
| 3M | +17.9% | -7.0% | +24.8% | +18.9% |
| 6M | +20.3% | -29.5% | +49.8% | +27.9% |
| YTD | +5.8% | -52.6% | +58.4% | +21.0% |
| 1Y | -7.7% | -64.0% | +56.3% | +8.9% |
| All | -7.7% | -63.3% | +55.5% | +8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling