+275.5%
AA vs ZCMD
-100.0%
+375.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +3.6% |
| 7D | +1.7% | -1.4% | +3.0% | +1.7% |
| 30D | +3.3% | -21.6% | +24.9% | +3.8% |
| 3M | -29.4% | -67.4% | +37.9% | -30.3% |
| 6M | -12.8% | -99.4% | +86.6% | -7.7% |
| YTD | -2.1% | -99.7% | +97.6% | +6.0% |
| 1Y | +62.8% | -99.9% | +162.6% | +80.0% |
| 3Y | +90.5% | -100.0% | +190.5% | +134.5% |
| 5Y | +19.1% | -100.0% | +119.1% | +46.9% |
| All | +275.5% | -100.0% | +375.5% | +550.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling