+53.2%
ADP vs Z
-64.8%
+118.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -1.8% |
| 7D | -3.4% | -3.0% | -0.4% | -3.0% |
| 30D | +2.8% | -4.2% | +7.0% | +3.3% |
| 3M | +20.9% | -3.7% | +24.6% | +21.2% |
| 6M | +29.9% | -24.5% | +54.4% | +34.1% |
| YTD | +9.6% | -49.3% | +58.9% | +18.9% |
| 1Y | -5.3% | -58.7% | +53.4% | +5.1% |
| 3Y | +16.5% | -34.1% | +50.6% | +19.0% |
| All | +53.2% | -64.8% | +118.0% | +50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling