+386.1%
ADP vs Z
+6.9%
+379.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -0.9% |
| 7D | +3.2% | -4.6% | +7.8% | +3.7% |
| 30D | +14.9% | +8.3% | +6.6% | +13.3% |
| 3M | +11.6% | -11.6% | +23.2% | +13.1% |
| 6M | +48.5% | -33.6% | +82.1% | +56.1% |
| YTD | +20.6% | -56.7% | +77.3% | +33.6% |
| 1Y | +23.7% | -59.1% | +82.8% | +37.9% |
| 3Y | +47.8% | -20.4% | +68.2% | +46.5% |
| 5Y | +47.7% | -55.3% | +103.0% | +52.4% |
| 10Y | +324.0% | -14.2% | +338.2% | +249.5% |
| All | +386.1% | +6.9% | +379.3% | +281.1% |
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 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