+18.6%
ALB vs ZCMD
-100.0%
+118.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.8% | -1.3% |
| 7D | -5.8% | -7.7% | +1.9% | -5.7% |
| 30D | -4.5% | -34.8% | +30.3% | -4.0% |
| 3M | -28.1% | -56.3% | +28.2% | -27.4% |
| 6M | -53.2% | -99.7% | +46.5% | -50.2% |
| YTD | -33.3% | -99.9% | +66.5% | -28.3% |
| 1Y | -17.4% | -99.9% | +82.5% | -10.8% |
| 3Y | -14.1% | -100.0% | +85.9% | -1.5% |
| 5Y | -64.0% | -100.0% | +36.0% | -57.5% |
| All | +18.6% | -100.0% | +118.6% | +55.8% |
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