+490.8%
AGI vs ZCMD
-100.0%
+590.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.0% | -2.7% | +1.2% |
| 7D | +2.2% | -4.1% | +6.3% | +2.3% |
| 30D | +11.3% | -22.7% | +34.0% | +11.8% |
| 3M | +5.6% | -62.5% | +68.1% | +4.0% |
| 6M | -27.7% | -99.5% | +71.8% | -22.2% |
| YTD | -4.1% | -99.7% | +95.7% | +5.5% |
| 1Y | +13.8% | -99.9% | +113.7% | +28.5% |
| 3Y | +217.0% | -100.0% | +317.0% | +293.1% |
| 5Y | +404.3% | -100.0% | +504.3% | +527.6% |
| All | +490.8% | -100.0% | +590.7% | +895.3% |
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