-92.1%
AAOX vs ZCMD
-99.7%
+7.6%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.0% | -3.0% | -11.9% | -14.9% |
| 7D | -50.3% | -13.3% | -36.9% | -50.1% |
| 30D | -79.8% | -49.6% | -30.2% | -79.6% |
| 3M | -85.9% | -54.6% | -31.3% | -85.7% |
| 6M | -95.7% | -99.8% | +4.1% | -91.8% |
| All | -92.1% | -99.7% | +7.6% | -87.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling