+133.7%
AFL vs ZCMD
-100.0%
+233.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -7.1% | +7.8% | +0.7% |
| 7D | -1.6% | -5.4% | +3.8% | -1.6% |
| 30D | -4.0% | -24.8% | +20.8% | -4.0% |
| 3M | -0.5% | -62.8% | +62.3% | -0.8% |
| 6M | +6.5% | -99.5% | +106.1% | +9.6% |
| YTD | +6.2% | -99.8% | +105.9% | +9.8% |
| 1Y | +8.3% | -99.9% | +108.2% | +12.9% |
| 3Y | +62.5% | -100.0% | +162.5% | +73.6% |
| All | +133.7% | -100.0% | +233.7% | +142.8% |
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