+180.6%
AFL vs ZCMD
-100.0%
+280.6%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.0% | -4.4% | -0.4% |
| 7D | -2.1% | -4.1% | +2.0% | -2.1% |
| 30D | -5.4% | -22.7% | +17.3% | -5.3% |
| 3M | -0.3% | -62.5% | +62.2% | -1.0% |
| 6M | +5.2% | -99.5% | +104.7% | +10.7% |
| YTD | +5.7% | -99.7% | +105.4% | +12.6% |
| 1Y | +10.2% | -99.9% | +110.1% | +19.4% |
| 3Y | +63.4% | -100.0% | +163.4% | +86.8% |
| 5Y | +133.0% | -100.0% | +233.0% | +166.4% |
| All | +180.6% | -100.0% | +280.6% | +256.7% |
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