+61.5%
ALB vs ZCMD
-99.9%
+161.3%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.8% | -0.7% | -4.4% |
| 7D | -8.1% | -8.0% | 0.0% | -8.0% |
| 30D | +6.3% | -27.9% | +34.2% | +6.4% |
| 3M | -23.6% | -74.6% | +51.0% | -22.3% |
| 6M | -24.6% | -99.5% | +74.8% | -19.5% |
| YTD | -10.3% | -99.7% | +89.5% | -5.3% |
| 1Y | +61.5% | -99.9% | +161.3% | +56.4% |
| All | +61.5% | -99.9% | +161.3% | +56.4% |
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