+15.9%
AJG vs ZCMD
-99.9%
+115.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.0% | +8.5% | +5.4% |
| 7D | +10.7% | -13.3% | +24.1% | +10.5% |
| 30D | +26.9% | -49.6% | +76.5% | +25.7% |
| 3M | +16.6% | -54.6% | +71.2% | +15.6% |
| 6M | +40.1% | -99.8% | +139.9% | +43.4% |
| YTD | +12.4% | -99.9% | +112.3% | +17.4% |
| 1Y | +15.9% | -99.9% | +115.8% | +23.5% |
| All | +15.9% | -99.9% | +115.8% | +23.5% |
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