+47.8%
ADP vs Z
-21.1%
+68.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -0.9% |
| 7D | +3.2% | -4.6% | +7.8% | +3.8% |
| 30D | +14.9% | +8.3% | +6.6% | +13.2% |
| 3M | +11.6% | -11.6% | +23.2% | +13.1% |
| 6M | +48.5% | -33.6% | +82.1% | +55.3% |
| YTD | +20.6% | -56.7% | +77.3% | +31.4% |
| 1Y | +23.7% | -59.1% | +82.8% | +35.4% |
| 3Y | +47.8% | -20.4% | +68.2% | +51.6% |
| All | +47.8% | -21.1% | +68.8% | +51.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling