+49.9%
ADP vs ZCMD
-100.0%
+149.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | +0.3% |
| 7D | +0.9% | +1.4% | -0.4% | +0.9% |
| 30D | +11.9% | -29.8% | +41.7% | +11.6% |
| 3M | +13.7% | -54.9% | +68.6% | +13.2% |
| 6M | +46.8% | -99.7% | +146.4% | +47.8% |
| YTD | +21.8% | -99.9% | +121.6% | +23.2% |
| 1Y | +23.5% | -99.9% | +123.4% | +25.2% |
| 3Y | +44.1% | -100.0% | +144.1% | +47.0% |
| 5Y | +49.9% | -100.0% | +149.9% | +54.4% |
| All | +49.9% | -100.0% | +149.9% | +54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling