+247.2%
AMAT vs ZCMD
-100.0%
+347.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.7% | +8.0% | +4.3% |
| 7D | -1.5% | -8.0% | +6.5% | -1.5% |
| 30D | -14.8% | -27.9% | +13.1% | -14.7% |
| 3M | -9.3% | -74.6% | +65.3% | -9.1% |
| 6M | +27.4% | -99.5% | +126.8% | +27.2% |
| YTD | +77.6% | -99.7% | +177.3% | +77.6% |
| 1Y | +188.9% | -99.9% | +288.8% | +189.4% |
| 3Y | +202.3% | -100.0% | +302.3% | +202.5% |
| All | +247.2% | -100.0% | +347.2% | +245.9% |
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 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