-31.6%
ACI vs ZCMD
-100.0%
+68.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.5% | -0.7% |
| 7D | +2.3% | -7.7% | +10.0% | +2.3% |
| 30D | +1.2% | -34.8% | +36.0% | +1.5% |
| 3M | +6.8% | -56.3% | +63.1% | +7.3% |
| 6M | -18.7% | -99.7% | +80.9% | -16.7% |
| YTD | -20.2% | -99.9% | +79.6% | -18.1% |
| 1Y | -23.7% | -99.9% | +76.2% | -21.6% |
| 3Y | -31.6% | -100.0% | +68.4% | -30.0% |
| All | -31.6% | -100.0% | +68.4% | -30.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling