-44.0%
ACHR vs ZCMD
-100.0%
+56.0%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.9% |
| 7D | -5.4% | -2.0% | -3.3% | -5.4% |
| 30D | -19.7% | -19.8% | +0.1% | -19.6% |
| 3M | +7.9% | -62.1% | +70.0% | +6.8% |
| 6M | -13.8% | -99.5% | +85.7% | -15.6% |
| YTD | -27.5% | -99.7% | +72.2% | -29.0% |
| 1Y | -33.9% | -99.9% | +65.9% | -35.4% |
| 3Y | -20.0% | -100.0% | +80.0% | -25.0% |
| 5Y | -44.0% | -100.0% | +56.0% | -46.3% |
| All | -44.0% | -100.0% | +56.0% | -46.3% |
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