+189.2%
AA vs ZCMD
-100.0%
+289.2%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.2% | +1.5% | -1.7% |
| 7D | +0.5% | -7.7% | +8.2% | +0.7% |
| 30D | -0.6% | -34.8% | +34.2% | +0.4% |
| 3M | -19.7% | -56.3% | +36.7% | -18.3% |
| 6M | -41.6% | -99.7% | +58.1% | -37.3% |
| YTD | -24.6% | -99.9% | +75.2% | -17.2% |
| 1Y | +4.9% | -99.9% | +104.8% | +16.4% |
| 3Y | +66.8% | -100.0% | +166.8% | +105.0% |
| 5Y | -19.4% | -100.0% | +80.6% | +3.5% |
| All | +189.2% | -100.0% | +289.2% | +407.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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