-44.0%
ACHR vs ZCMD
-100.0%
+56.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -7.1% | +9.5% | +2.5% |
| 7D | -2.3% | -5.4% | +3.2% | -2.2% |
| 30D | -11.3% | -24.8% | +13.5% | -11.1% |
| 3M | +5.3% | -62.8% | +68.1% | +4.1% |
| 6M | -13.2% | -99.5% | +86.3% | -14.2% |
| YTD | -25.8% | -99.8% | +74.0% | -26.5% |
| 1Y | -34.3% | -99.9% | +65.6% | -34.8% |
| 3Y | -19.9% | -100.0% | +80.0% | -21.8% |
| 5Y | -42.7% | -100.0% | +57.3% | -43.1% |
| All | -44.0% | -100.0% | +56.0% | -46.0% |
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