+59.4%
ZTS vs ADP
+274.3%
-214.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.5% | +0.5% | -1.2% |
| 7D | -4.8% | -5.5% | +0.7% | -2.0% |
| 30D | +1.2% | -1.2% | +2.5% | +1.9% |
| 3M | -6.0% | +17.9% | -23.9% | -13.9% |
| 6M | -38.7% | +20.3% | -59.1% | -45.0% |
| YTD | -40.6% | +5.8% | -46.4% | -43.0% |
| 1Y | -50.6% | -7.7% | -42.9% | -49.0% |
| 3Y | -58.7% | +14.7% | -73.5% | -62.9% |
| 5Y | -62.8% | +45.8% | -108.6% | -71.0% |
| All | +59.4% | +274.3% | -214.9% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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