+126.7%
AMAT vs ZCMD
-100.0%
+226.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.8% | +2.4% | +4.2% |
| 7D | -14.7% | -4.4% | -10.3% | -14.7% |
| 30D | -36.1% | -43.0% | +6.9% | -35.9% |
| 3M | -36.9% | -54.9% | +18.0% | -36.7% |
| 6M | -22.2% | -99.8% | +77.6% | -22.2% |
| YTD | +29.9% | -99.9% | +129.8% | +29.8% |
| 1Y | +43.3% | -99.9% | +143.2% | +43.2% |
| 3Y | +142.7% | -100.0% | +242.7% | +140.5% |
| All | +126.7% | -100.0% | +226.7% | +126.0% |
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