+86.4%
ADP vs ZCMD
-100.0%
+186.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.1% | +8.1% | +1.0% |
| 7D | -2.8% | -5.4% | +2.7% | -2.8% |
| 30D | +0.2% | -24.8% | +25.0% | +0.2% |
| 3M | +20.5% | -62.8% | +83.3% | +20.6% |
| 6M | +28.8% | -99.5% | +128.3% | +31.7% |
| YTD | +6.6% | -99.8% | +106.4% | +9.7% |
| 1Y | -6.9% | -99.9% | +93.0% | -3.5% |
| 3Y | +16.1% | -100.0% | +116.1% | +23.2% |
| 5Y | +49.3% | -100.0% | +149.3% | +58.6% |
| All | +86.4% | -100.0% | +186.4% | +112.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 10y: compounded portfolio wealth divided by compounded ZCMD 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…
10y analysis · Full analysis span regression · 6 months rolling