-16.5%
ABT vs ZCMD
-99.9%
+83.3%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.8% | +3.3% | -0.4% |
| 7D | -3.7% | -8.0% | +4.3% | -3.7% |
| 30D | +2.5% | -27.9% | +30.4% | +2.5% |
| 3M | +20.2% | -74.6% | +94.8% | +19.9% |
| 6M | -2.9% | -99.5% | +96.5% | -1.6% |
| YTD | -11.9% | -99.7% | +87.8% | -9.1% |
| 1Y | -16.5% | -99.9% | +83.3% | -11.8% |
| All | -16.5% | -99.9% | +83.3% | -11.8% |
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