+5.0%
ALK vs ZCMD
-100.0%
+105.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.7% | +5.3% | +1.5% |
| 7D | -0.7% | -8.0% | +7.3% | -0.7% |
| 30D | -19.2% | -27.9% | +8.6% | -19.3% |
| 3M | -1.5% | -74.6% | +73.1% | -0.6% |
| 6M | -13.1% | -99.5% | +86.4% | -10.7% |
| YTD | -16.4% | -99.7% | +83.3% | -13.8% |
| 1Y | -33.1% | -99.9% | +66.8% | -30.7% |
| All | +5.0% | -100.0% | +105.0% | -3.8% |
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