+28.1%
AHR vs ZCMD
-99.9%
+128.0%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -7.0% | +6.2% | -0.9% |
| 7D | -2.1% | -5.4% | +3.3% | -2.1% |
| 30D | +1.9% | -24.8% | +26.6% | +1.8% |
| 3M | +15.7% | -62.8% | +78.4% | +16.7% |
| 6M | +2.5% | -99.5% | +102.0% | +4.4% |
| YTD | +15.0% | -99.8% | +114.8% | +15.5% |
| 1Y | +28.1% | -99.9% | +128.0% | +23.7% |
| All | +28.1% | -99.9% | +128.0% | +23.7% |
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