+67.3%
AG vs ZCMD
-100.0%
+167.3%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.7% | -3.2% | -4.8% |
| 7D | -5.8% | -2.0% | -3.8% | -5.8% |
| 30D | +6.4% | -19.8% | +26.2% | +6.7% |
| 3M | +28.4% | -62.1% | +90.4% | +27.7% |
| 6M | -24.5% | -99.5% | +75.0% | -20.4% |
| YTD | +21.2% | -99.7% | +120.9% | +29.3% |
| 1Y | +114.1% | -99.9% | +214.0% | +131.6% |
| 3Y | +268.0% | -100.0% | +368.0% | +301.5% |
| 5Y | +67.3% | -100.0% | +167.3% | +88.6% |
| All | +67.3% | -100.0% | +167.3% | +88.6% |
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 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