-27.2%
ALB vs ZCMD
-100.0%
+72.8%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +2.6% |
| 7D | -4.4% | -1.4% | -3.0% | -4.4% |
| 30D | -1.2% | -21.6% | +20.4% | -1.1% |
| 3M | -13.3% | -67.4% | +54.1% | -13.2% |
| 6M | -19.8% | -99.4% | +79.7% | -18.4% |
| YTD | -7.9% | -99.7% | +91.8% | -6.7% |
| 1Y | +60.2% | -99.9% | +160.0% | +61.3% |
| All | -27.2% | -100.0% | +72.8% | -33.1% |
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