+610.7%
AMAT vs ZCMD
-100.0%
+710.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.4% | +4.7% | +6.0% |
| 7D | +7.0% | +1.4% | +5.6% | +6.9% |
| 30D | -20.6% | -29.9% | +9.3% | -20.2% |
| 3M | -24.8% | -54.9% | +30.1% | -24.1% |
| 6M | -10.7% | -99.7% | +88.9% | -6.2% |
| YTD | +54.3% | -99.9% | +154.1% | +64.3% |
| 1Y | +73.7% | -99.9% | +173.6% | +86.5% |
| 3Y | +168.4% | -100.0% | +268.4% | +208.8% |
| 5Y | +167.6% | -100.0% | +267.6% | +215.4% |
| All | +610.7% | -100.0% | +710.7% | +949.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling