-67.4%
AMC vs ZCMD
-100.0%
+32.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.7% | +8.1% | +4.3% |
| 7D | +2.3% | -8.0% | +10.3% | +2.2% |
| 30D | -0.7% | -27.9% | +27.1% | -1.1% |
| 3M | +35.2% | -74.6% | +109.8% | +36.5% |
| 6M | +124.6% | -99.5% | +224.0% | +120.5% |
| YTD | +69.9% | -99.7% | +169.6% | +67.2% |
| 1Y | -2.6% | -99.9% | +97.3% | -4.3% |
| All | -67.4% | -100.0% | +32.6% | -64.1% |
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