+61.4%
AMAT vs ZCMD
-99.9%
+161.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.0% | -0.3% | -3.3% |
| 7D | -11.2% | -13.3% | +2.1% | -11.1% |
| 30D | -31.9% | -49.6% | +17.7% | -31.6% |
| 3M | -32.3% | -54.6% | +22.3% | -32.1% |
| 6M | -5.4% | -99.8% | +94.4% | -5.3% |
| YTD | +44.3% | -99.9% | +144.1% | +43.6% |
| 1Y | +61.4% | -99.9% | +161.3% | +56.9% |
| All | +61.4% | -99.9% | +161.3% | +56.9% |
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 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