+147.1%
AMAT vs ZCMD
-100.0%
+247.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.2% | +0.5% | -2.7% |
| 7D | +11.4% | -7.7% | +19.0% | +11.4% |
| 30D | -17.0% | -34.8% | +17.7% | -16.9% |
| 3M | -30.6% | -56.3% | +25.7% | -30.4% |
| 6M | -14.9% | -99.7% | +84.7% | -14.9% |
| YTD | +44.7% | -99.9% | +144.5% | +44.7% |
| 1Y | +66.9% | -99.9% | +166.8% | +66.9% |
| 3Y | +153.3% | -100.0% | +253.3% | +151.5% |
| All | +147.1% | -100.0% | +247.1% | +150.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling