-4.5%
AKAM vs ZCMD
-100.0%
+95.5%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.1% | +6.7% | -0.3% |
| 7D | +1.5% | -5.4% | +6.9% | +1.5% |
| 30D | -13.0% | -24.8% | +11.8% | -13.1% |
| 3M | -19.4% | -62.8% | +43.4% | -18.5% |
| 6M | +0.3% | -99.5% | +99.8% | -3.2% |
| YTD | +22.4% | -99.8% | +122.2% | +18.6% |
| 1Y | +34.8% | -99.9% | +134.7% | +31.2% |
| 3Y | +1.9% | -100.0% | +101.9% | -0.1% |
| All | -4.5% | -100.0% | +95.5% | -7.5% |
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 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