-67.5%
AAOX vs ZCMD
-99.5%
+32.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +4.0% | -10.2% | -6.3% |
| 7D | +8.3% | -4.1% | +12.5% | +8.4% |
| 30D | -41.8% | -22.7% | -19.1% | -41.7% |
| 3M | -73.3% | -62.5% | -10.8% | -72.8% |
| All | -67.5% | -99.5% | +32.0% | -47.0% |
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 · Available span rolling