+342.1%
ADP vs Z
+25.1%
+317.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +34.2% |
| YTD | +9.6% | -49.3% | +58.9% | +19.2% |
| 1Y | -5.3% | -58.7% | +53.4% | +5.5% |
| 3Y | +16.5% | -34.1% | +50.6% | +18.8% |
| 5Y | +49.4% | -64.5% | +113.9% | +57.7% |
| 10Y | +282.2% | -0.5% | +282.7% | +209.2% |
| All | +342.1% | +25.1% | +317.0% | +240.1% |
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