-94.9%
AMC vs ZCMD
-100.0%
+5.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.6% | +2.3% | -2.4% |
| 7D | +8.4% | -2.9% | +11.4% | +8.4% |
| 30D | +9.2% | -28.5% | +37.6% | +8.8% |
| 3M | +32.0% | -56.5% | +88.6% | +31.1% |
| 6M | +149.3% | -99.7% | +248.9% | +148.2% |
| YTD | +114.1% | -99.9% | +214.0% | +114.6% |
| 1Y | +35.8% | -99.9% | +135.7% | +36.4% |
| 3Y | -58.3% | -100.0% | +41.7% | -57.4% |
| 5Y | -99.2% | -100.0% | +0.8% | -99.1% |
| All | -94.9% | -100.0% | +5.1% | -93.0% |
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 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