-11.6%
ABT vs ZCMD
-100.0%
+88.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.8% |
| 7D | -5.0% | -2.0% | -3.0% | -5.0% |
| 30D | -5.8% | -19.8% | +14.0% | -5.7% |
| 3M | +16.7% | -62.1% | +78.8% | +16.4% |
| 6M | -5.2% | -99.5% | +94.2% | -3.0% |
| YTD | -16.0% | -99.7% | +83.8% | -13.4% |
| 1Y | -18.3% | -99.9% | +81.6% | -15.1% |
| 3Y | +9.2% | -100.0% | +109.2% | +16.4% |
| 5Y | -11.6% | -100.0% | +88.4% | -7.4% |
| All | -11.6% | -100.0% | +88.4% | -7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling