+46.7%
ABT vs ZCMD
-100.0%
+146.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.6% |
| 7D | -3.1% | -1.4% | -1.7% | -3.1% |
| 30D | -2.1% | -21.6% | +19.4% | -2.0% |
| 3M | +17.4% | -67.4% | +84.8% | +17.0% |
| 6M | -2.4% | -99.4% | +97.0% | +0.4% |
| YTD | -14.2% | -99.7% | +85.5% | -10.8% |
| 1Y | -18.3% | -99.9% | +81.6% | -14.3% |
| 3Y | +11.5% | -100.0% | +111.5% | +20.4% |
| 5Y | -9.9% | -100.0% | +90.1% | -2.7% |
| All | +46.7% | -100.0% | +146.7% | +59.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling