-61.2%
ZTS vs ADM
+24.5%
-85.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -3.2% |
| 7D | -0.4% | -9.0% | +8.6% | +0.8% |
| 30D | +11.7% | -14.0% | +25.7% | +13.9% |
| 3M | +3.5% | -9.2% | +12.6% | +4.6% |
| 6M | -27.6% | -9.2% | -18.5% | -27.0% |
| YTD | -35.5% | +24.2% | -59.7% | -38.2% |
| 1Y | -32.1% | +27.0% | -59.1% | -35.3% |
| 3Y | -49.1% | +6.6% | -55.7% | -51.0% |
| All | -61.2% | +24.5% | -85.7% | -61.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling