+257.6%
ALAB vs ZCMD
-100.0%
+357.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.2% | +0.6% | -2.5% |
| 7D | +16.3% | -7.7% | +24.0% | +16.6% |
| 30D | -26.1% | -34.8% | +8.7% | -25.3% |
| 3M | -31.3% | -56.3% | +25.0% | -30.0% |
| 6M | -1.0% | -99.7% | +98.7% | -6.8% |
| YTD | +33.3% | -99.9% | +133.2% | +23.1% |
| 1Y | +53.5% | -99.9% | +153.5% | +40.2% |
| All | +257.6% | -100.0% | +357.6% | +236.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling