-45.1%
ALB vs ZCMD
-100.0%
+54.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +4.0% | -6.8% | -2.8% |
| 7D | -8.6% | -4.1% | -4.5% | -8.6% |
| 30D | -4.0% | -22.7% | +18.7% | -4.0% |
| 3M | -17.4% | -62.5% | +45.1% | -17.3% |
| 6M | -25.4% | -99.5% | +74.1% | -24.6% |
| YTD | -10.5% | -99.7% | +89.2% | -9.9% |
| 1Y | +75.8% | -99.9% | +175.7% | +75.9% |
| 3Y | -28.5% | -100.0% | +71.5% | -29.6% |
| 5Y | -45.1% | -100.0% | +54.9% | -46.2% |
| All | -45.1% | -100.0% | +54.9% | -46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling