-71.3%
AMC vs ZCMD
-100.0%
+28.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | +0.2% | +2.0% |
| 7D | +2.6% | -4.4% | +7.0% | +2.6% |
| 30D | +9.0% | -43.0% | +52.0% | +8.2% |
| 3M | +22.2% | -54.9% | +77.0% | +21.0% |
| 6M | +91.5% | -99.8% | +191.2% | +86.4% |
| YTD | +101.3% | -99.9% | +201.1% | +95.9% |
| 1Y | +20.8% | -99.9% | +120.7% | +17.4% |
| 3Y | -71.3% | -100.0% | +28.7% | -74.4% |
| All | -71.3% | -100.0% | +28.7% | -74.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling