-96.2%
AMC vs ZCMD
-100.0%
+3.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +4.0% | -7.9% | -3.9% |
| 7D | -6.8% | -4.1% | -2.7% | -6.9% |
| 30D | +1.7% | -22.7% | +24.4% | +1.4% |
| 3M | +26.8% | -62.5% | +89.3% | +28.6% |
| 6M | +117.7% | -99.5% | +217.2% | +118.2% |
| YTD | +57.7% | -99.7% | +157.4% | +58.9% |
| 1Y | -12.5% | -99.9% | +87.4% | -11.5% |
| 3Y | -65.7% | -100.0% | +34.3% | -64.7% |
| 5Y | -99.5% | -100.0% | +0.5% | -99.5% |
| All | -96.2% | -100.0% | +3.8% | -94.8% |
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