-41.5%
ACHR vs ZCMD
-100.0%
+58.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.1% |
| 7D | +4.9% | -1.4% | +6.3% | +4.9% |
| 30D | +4.3% | -21.6% | +25.9% | +4.5% |
| 3M | +1.7% | -67.4% | +69.1% | +0.7% |
| 6M | -6.9% | -99.4% | +92.6% | -8.0% |
| YTD | -22.5% | -99.7% | +77.3% | -23.2% |
| 1Y | -31.5% | -99.9% | +68.4% | -32.1% |
| 3Y | -14.4% | -100.0% | +85.6% | -16.4% |
| 5Y | -41.6% | -100.0% | +58.4% | -42.1% |
| All | -41.5% | -100.0% | +58.5% | -43.6% |
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