+378.2%
AAPL vs ZCMD
-100.0%
+478.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -7.1% | +8.8% | +1.8% |
| 7D | +3.8% | -5.4% | +9.3% | +3.9% |
| 30D | +9.9% | -24.8% | +34.7% | +10.1% |
| 3M | +12.5% | -62.8% | +75.3% | +11.6% |
| 6M | +27.6% | -99.5% | +127.2% | +32.6% |
| YTD | +22.6% | -99.8% | +122.3% | +28.6% |
| 1Y | +45.0% | -99.9% | +144.9% | +54.3% |
| 3Y | +87.8% | -100.0% | +187.7% | +108.4% |
| 5Y | +128.7% | -100.0% | +228.7% | +154.8% |
| All | +378.2% | -100.0% | +478.2% | +483.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling