+38.2%
AMC vs ZCMD
-99.9%
+138.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.6% | +5.7% | +8.3% |
| 7D | +6.6% | +9.1% | -2.5% | +6.7% |
| 30D | +14.1% | -37.1% | +51.2% | +13.3% |
| 3M | +31.3% | -53.7% | +85.0% | +29.8% |
| 6M | +126.7% | -99.7% | +226.3% | +116.8% |
| YTD | +117.9% | -99.9% | +217.8% | +116.4% |
| All | +38.2% | -99.9% | +138.1% | +45.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling