+26.3%
ACI vs ZCMD
-100.0%
+126.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.7% | +3.4% | -0.3% |
| 7D | +0.2% | -8.0% | +8.2% | +0.2% |
| 30D | +5.9% | -27.9% | +33.8% | +6.1% |
| 3M | -19.8% | -74.6% | +54.8% | -18.6% |
| 6M | -24.7% | -99.5% | +74.7% | -23.2% |
| YTD | -24.4% | -99.7% | +75.4% | -22.8% |
| 1Y | -31.5% | -99.9% | +68.4% | -30.0% |
| 3Y | -38.7% | -100.0% | +61.3% | -37.4% |
| 5Y | -42.8% | -100.0% | +57.2% | -41.9% |
| All | +26.3% | -100.0% | +126.3% | +29.7% |
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