+174.6%
ZTS vs ADM
+332.0%
-157.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -2.0% | +3.8% | -5.7% | -3.0% |
| 30D | +1.9% | +9.8% | -7.8% | -0.7% |
| 3M | -4.0% | +2.1% | -6.1% | -4.9% |
| 6M | -39.1% | +27.5% | -66.6% | -43.6% |
| YTD | -38.8% | +50.2% | -89.0% | -45.9% |
| 1Y | -49.6% | +40.6% | -90.2% | -54.7% |
| 3Y | -59.0% | +17.2% | -76.2% | -62.1% |
| 5Y | -61.8% | +61.9% | -123.6% | -69.3% |
| 10Y | +61.4% | +159.3% | -97.8% | +4.0% |
| All | +174.6% | +332.0% | -157.4% | +50.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling