+384.7%
AGI vs ZCMD
-100.0%
+484.7%
-49.6%
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% | +0.8% |
| 7D | -2.7% | -5.4% | +2.7% | -2.7% |
| 30D | +7.2% | -24.8% | +32.0% | +7.6% |
| 3M | +4.3% | -62.8% | +67.1% | +3.8% |
| 6M | -27.1% | -99.5% | +72.4% | -26.2% |
| YTD | -6.6% | -99.8% | +93.2% | -5.1% |
| 1Y | +9.5% | -99.9% | +109.4% | +11.5% |
| 3Y | +208.4% | -100.0% | +308.4% | +211.1% |
| All | +384.7% | -100.0% | +484.7% | +417.8% |
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