+14.7%
ADP vs ZCMD
-100.0%
+114.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -3.5% |
| 7D | -5.5% | -1.4% | -4.1% | -5.5% |
| 30D | -1.2% | -21.6% | +20.3% | -1.4% |
| 3M | +17.9% | -67.4% | +85.2% | +18.4% |
| 6M | +20.3% | -99.4% | +119.8% | +21.0% |
| YTD | +5.8% | -99.7% | +105.6% | +6.8% |
| 1Y | -7.7% | -99.9% | +92.2% | -6.8% |
| 3Y | +14.7% | -100.0% | +114.7% | +9.9% |
| All | +14.7% | -100.0% | +114.7% | +9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling