+393.4%
ADP vs Z
+4.2%
+389.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +0.8% |
| 7D | +0.3% | -4.9% | +5.2% | +0.9% |
| 30D | +11.6% | +3.0% | +8.6% | +10.8% |
| 3M | +15.1% | -13.4% | +28.5% | +16.9% |
| 6M | +46.0% | -27.3% | +73.4% | +51.6% |
| YTD | +22.4% | -57.8% | +80.2% | +36.0% |
| 1Y | +24.5% | -60.0% | +84.5% | +39.1% |
| 3Y | +44.8% | -21.5% | +66.3% | +43.8% |
| 5Y | +49.1% | -55.0% | +104.0% | +53.7% |
| 10Y | +320.9% | -18.8% | +339.7% | +249.3% |
| All | +393.4% | +4.2% | +389.3% | +288.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling