-29.1%
ALK vs ZCMD
-100.0%
+70.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.6% | +4.5% | +7.1% |
| 7D | +8.9% | +9.1% | -0.1% | +8.9% |
| 30D | +5.9% | -37.1% | +43.1% | +6.2% |
| 3M | -16.5% | -53.7% | +37.2% | -16.3% |
| 6M | +2.1% | -99.7% | +101.8% | +9.6% |
| YTD | -17.1% | -99.9% | +82.8% | -9.6% |
| 1Y | -2.9% | -99.9% | +97.0% | +6.9% |
| 3Y | +24.5% | -100.0% | +124.5% | +46.0% |
| 5Y | -29.1% | -100.0% | +70.9% | -15.2% |
| All | -29.1% | -100.0% | +70.9% | -3.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling