+804.4%
AAOI vs ZCMD
-100.0%
+904.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -7.0% | +9.0% | +2.1% |
| 7D | -0.2% | -5.4% | +5.2% | -0.1% |
| 30D | -23.7% | -24.8% | +1.1% | -23.5% |
| 3M | -39.0% | -62.8% | +23.8% | -39.4% |
| 6M | -17.0% | -99.5% | +82.5% | -12.2% |
| YTD | +202.2% | -99.8% | +302.0% | +218.5% |
| 1Y | +292.4% | -99.9% | +392.3% | +313.9% |
| 3Y | +804.4% | -100.0% | +904.4% | +518.1% |
| All | +804.4% | -100.0% | +904.4% | +518.1% |
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