-1.6%
ALK vs ZCMD
-99.9%
+98.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.6% | +4.5% | +7.1% |
| 7D | +8.9% | +9.1% | -0.1% | +9.0% |
| 30D | +5.9% | -37.1% | +43.1% | +5.5% |
| 3M | -16.5% | -53.7% | +37.2% | -17.0% |
| 6M | +2.1% | -99.7% | +101.8% | +7.1% |
| YTD | -17.1% | -99.9% | +82.8% | -12.1% |
| All | -1.6% | -99.9% | +98.3% | +14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling