+88.6%
AG vs ZCMD
-99.9%
+188.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -7.1% | +4.1% | -2.8% |
| 7D | -6.7% | -5.4% | -1.3% | -6.6% |
| 30D | +2.2% | -24.8% | +27.0% | +2.6% |
| 3M | +15.7% | -62.8% | +78.5% | +16.6% |
| 6M | -23.8% | -99.5% | +75.7% | -19.2% |
| YTD | +17.6% | -99.8% | +117.4% | +26.7% |
| 1Y | +88.6% | -99.9% | +188.5% | +103.6% |
| All | +88.6% | -99.9% | +188.5% | +103.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling