+125.4%
AG vs ZCMD
-100.0%
+225.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.6% | -1.0% |
| 7D | +4.5% | -1.4% | +5.9% | +4.5% |
| 30D | +12.9% | -21.6% | +34.4% | +13.6% |
| 3M | +20.9% | -67.4% | +88.3% | +19.5% |
| 6M | -19.5% | -99.4% | +79.9% | -9.7% |
| YTD | +24.8% | -99.7% | +124.5% | +45.7% |
| 1Y | +120.2% | -99.9% | +220.1% | +166.5% |
| 3Y | +279.0% | -100.0% | +379.0% | +419.5% |
| 5Y | +67.9% | -100.0% | +167.9% | +130.2% |
| All | +125.4% | -100.0% | +225.4% | +293.0% |
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