+75.2%
AJG vs ZCMD
-100.0%
+175.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.0% | +5.8% | -1.3% |
| 7D | -8.3% | -5.4% | -2.9% | -8.3% |
| 30D | -5.7% | -24.8% | +19.1% | -5.8% |
| 3M | +9.1% | -62.8% | +71.9% | +9.6% |
| 6M | +15.2% | -99.5% | +114.7% | +18.2% |
| YTD | -6.3% | -99.8% | +93.5% | -3.3% |
| 1Y | -19.1% | -99.9% | +80.8% | -16.1% |
| 3Y | +8.2% | -100.0% | +108.2% | +14.2% |
| All | +75.2% | -100.0% | +175.2% | +83.9% |
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