-33.6%
ALK vs ZCMD
-100.0%
+66.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -4.6% | -0.2% | -4.8% |
| 7D | +0.9% | -2.9% | +3.8% | +0.9% |
| 30D | +3.3% | -28.5% | +31.7% | +3.4% |
| 3M | -17.6% | -56.5% | +39.0% | -17.3% |
| 6M | +0.8% | -99.7% | +100.5% | +8.0% |
| YTD | -22.4% | -99.9% | +77.5% | -15.4% |
| 1Y | -10.1% | -99.9% | +89.8% | -1.0% |
| 3Y | +14.0% | -100.0% | +114.0% | +33.6% |
| 5Y | -29.8% | -100.0% | +70.2% | -15.9% |
| All | -33.6% | -100.0% | +66.4% | -9.6% |
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