-70.2%
AAOX vs ZCMD
-99.5%
+29.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -1.7% | -6.8% | -8.5% |
| 7D | +5.4% | -2.0% | +7.4% | +5.4% |
| 30D | -47.7% | -19.8% | -27.9% | -47.6% |
| 3M | -78.6% | -62.1% | -16.6% | -78.3% |
| All | -70.2% | -99.5% | +29.3% | -51.5% |
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 · Available span rolling