-99.3%
AMC vs ZCMD
-100.0%
+0.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.6% |
| 3M | +22.2% | -54.9% | +77.0% | +21.6% |
| 6M | +91.5% | -99.8% | +191.2% | +95.6% |
| YTD | +101.3% | -99.9% | +201.1% | +106.9% |
| 1Y | +20.8% | -99.9% | +120.7% | +25.0% |
| 3Y | -71.3% | -100.0% | +28.7% | -67.5% |
| All | -99.3% | -100.0% | +0.7% | -99.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling