-27.8%
ALK vs ZCMD
-100.0%
+72.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -3.1% |
| 7D | +0.1% | -1.4% | +1.5% | +0.1% |
| 30D | -18.5% | -21.6% | +3.1% | -18.5% |
| 3M | -3.6% | -67.4% | +63.8% | -3.0% |
| 6M | -3.7% | -99.4% | +95.7% | -1.0% |
| YTD | -19.0% | -99.7% | +80.7% | -16.3% |
| 1Y | -36.0% | -99.9% | +63.9% | -33.6% |
| 3Y | +2.3% | -100.0% | +102.3% | +4.7% |
| 5Y | -27.8% | -100.0% | +72.2% | -26.4% |
| All | -27.8% | -100.0% | +72.2% | -26.4% |
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 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