+15.9%
ABNB vs ZCMD
-100.0%
+115.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -1.2% |
| 7D | -9.5% | -2.0% | -7.5% | -9.5% |
| 30D | -9.4% | -19.8% | +10.4% | -9.4% |
| 3M | +29.9% | -62.1% | +91.9% | +30.0% |
| 6M | +26.6% | -99.5% | +126.1% | +30.3% |
| YTD | +23.5% | -99.7% | +123.3% | +28.1% |
| 1Y | +35.8% | -99.9% | +135.7% | +41.6% |
| 3Y | +15.0% | -100.0% | +115.0% | +29.3% |
| 5Y | +1.5% | -100.0% | +101.5% | +15.6% |
| All | +15.9% | -100.0% | +115.8% | +32.6% |
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