-41.3%
ALNY vs ZCMD
-99.9%
+58.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.8% | +4.4% | +0.6% |
| 7D | +12.2% | -8.0% | +20.3% | +12.1% |
| 30D | +16.3% | -27.9% | +44.2% | +16.0% |
| 3M | -12.4% | -74.6% | +62.2% | -12.3% |
| 6M | -18.7% | -99.5% | +80.8% | -20.1% |
| YTD | -33.1% | -99.7% | +66.7% | -33.6% |
| 1Y | -41.3% | -99.9% | +58.6% | -42.6% |
| All | -41.3% | -99.9% | +58.6% | -42.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling