+83.0%
AA vs ZCMD
-100.0%
+183.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.0% | -6.0% | -2.0% |
| 7D | -0.6% | -4.1% | +3.5% | -0.6% |
| 30D | -1.6% | -22.7% | +21.2% | -1.3% |
| 3M | -29.8% | -62.5% | +32.7% | -30.3% |
| 6M | -16.6% | -99.5% | +82.8% | -17.6% |
| YTD | -4.0% | -99.7% | +95.7% | -5.2% |
| 1Y | +63.5% | -99.9% | +163.4% | +60.9% |
| All | +83.0% | -100.0% | +183.0% | +75.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling