-33.8%
ALK vs ZCMD
-100.0%
+66.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | +0.6% |
| 7D | +9.0% | -4.4% | +13.5% | +9.1% |
| 30D | -1.6% | -43.0% | +41.3% | -1.4% |
| 3M | -23.2% | -54.9% | +31.7% | -22.9% |
| 6M | -3.9% | -99.8% | +95.9% | +4.0% |
| YTD | -22.6% | -99.9% | +77.3% | -15.6% |
| 1Y | -5.3% | -99.9% | +94.6% | +4.3% |
| 3Y | +18.6% | -100.0% | +118.6% | +39.2% |
| 5Y | -34.4% | -100.0% | +65.6% | -21.3% |
| All | -33.8% | -100.0% | +66.2% | -9.9% |
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