+200.7%
ZTS vs ADM
+253.8%
-53.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +0.9% | +0.4% |
| 7D | -0.6% | -1.8% | +1.2% | -0.1% |
| 30D | +11.0% | -13.3% | +24.2% | +15.1% |
| 3M | +10.9% | -13.4% | +24.3% | +14.9% |
| 6M | +0.9% | -9.6% | +10.5% | +2.8% |
| YTD | -33.0% | +23.0% | -56.0% | -37.7% |
| 1Y | -29.6% | +27.4% | -57.0% | -35.3% |
| 3Y | -49.0% | +5.7% | -54.7% | -51.9% |
| 5Y | -59.5% | +22.1% | -81.6% | -64.6% |
| 10Y | +77.0% | +106.0% | -28.9% | +21.2% |
| All | +200.7% | +253.8% | -53.1% | +73.0% |
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