+49.0%
ALB vs ZCMD
-100.0%
+149.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -7.1% | +3.6% | -3.3% |
| 7D | -6.6% | -5.4% | -1.2% | -6.6% |
| 30D | -8.1% | -24.8% | +16.7% | -7.9% |
| 3M | -25.7% | -62.8% | +37.1% | -26.3% |
| 6M | -29.5% | -99.5% | +70.1% | -25.3% |
| YTD | -16.2% | -99.8% | +83.5% | -10.5% |
| 1Y | +59.2% | -99.9% | +159.1% | +72.1% |
| 3Y | -33.7% | -100.0% | +66.3% | -23.8% |
| 5Y | -48.1% | -100.0% | +51.9% | -40.0% |
| All | +49.0% | -100.0% | +149.0% | +94.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling