+89.2%
ALLE vs ZCMD
-100.0%
+189.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.7% | -0.9% |
| 7D | -0.6% | -4.4% | +3.8% | -0.5% |
| 30D | +25.3% | -43.0% | +68.3% | +25.7% |
| 3M | +10.3% | -54.9% | +65.1% | +10.6% |
| 6M | +38.0% | -99.8% | +137.8% | +44.9% |
| YTD | +17.8% | -99.9% | +117.6% | +24.2% |
| 1Y | +13.6% | -99.9% | +113.5% | +20.8% |
| 3Y | +89.2% | -100.0% | +189.2% | +105.5% |
| All | +89.2% | -100.0% | +189.2% | +105.5% |
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 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