+58.8%
ZTS vs ADM
+171.4%
-112.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.8% | -1.0% |
| 7D | -3.8% | +1.4% | -5.1% | -4.1% |
| 30D | -2.0% | +8.2% | -10.2% | -4.1% |
| 3M | -10.2% | +8.7% | -18.9% | -12.5% |
| 6M | -39.4% | +29.1% | -68.5% | -44.0% |
| YTD | -40.8% | +53.7% | -94.5% | -48.0% |
| 1Y | -50.1% | +43.2% | -93.4% | -55.4% |
| 3Y | -58.9% | +21.4% | -80.3% | -62.3% |
| 5Y | -62.4% | +67.1% | -129.5% | -70.5% |
| 10Y | +58.8% | +176.6% | -117.8% | -5.8% |
| All | +58.8% | +171.4% | -112.6% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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