+33.2%
ALLE vs ZCMD
-100.0%
+133.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +4.0% | -6.8% | -2.8% |
| 7D | -2.2% | -4.1% | +2.0% | -2.1% |
| 30D | -8.3% | -22.7% | +14.4% | -8.2% |
| 3M | +16.3% | -62.5% | +78.8% | +14.4% |
| 6M | +1.8% | -99.5% | +101.3% | +6.6% |
| YTD | -3.9% | -99.7% | +95.8% | +1.9% |
| 1Y | -10.0% | -99.9% | +89.9% | -2.8% |
| 3Y | +45.8% | -100.0% | +145.8% | +62.0% |
| 5Y | +13.3% | -100.0% | +113.3% | +26.0% |
| All | +33.2% | -100.0% | +133.2% | +54.5% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling