-36.0%
ALK vs ZCMD
-99.9%
+63.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.6% |
| 7D | -3.1% | -2.0% | -1.1% | -3.1% |
| 30D | -17.1% | -19.8% | +2.7% | -17.2% |
| 3M | -3.8% | -62.1% | +58.3% | -2.5% |
| 6M | -5.3% | -99.5% | +94.2% | -1.3% |
| YTD | -20.3% | -99.7% | +79.5% | -15.9% |
| 1Y | -36.0% | -99.9% | +63.9% | -31.6% |
| All | -36.0% | -99.9% | +63.9% | -31.6% |
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 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