+41.7%
ABT vs ZCMD
-100.0%
+141.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -7.1% | +5.7% | -1.3% |
| 7D | -5.9% | -5.4% | -0.5% | -5.9% |
| 30D | -8.1% | -24.8% | +16.7% | -8.0% |
| 3M | +14.5% | -62.8% | +77.3% | +14.0% |
| 6M | -6.3% | -99.5% | +93.2% | -3.3% |
| YTD | -17.1% | -99.8% | +82.6% | -13.8% |
| 1Y | -21.4% | -99.9% | +78.5% | -17.4% |
| 3Y | +5.9% | -100.0% | +105.9% | +14.4% |
| 5Y | -12.8% | -100.0% | +87.2% | -5.7% |
| All | +41.7% | -100.0% | +141.7% | +54.1% |
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