-94.7%
AMC vs ZCMD
-100.0%
+5.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.8% | +5.6% | +1.7% |
| 7D | +5.5% | -3.0% | +8.5% | +5.5% |
| 30D | +16.1% | -39.5% | +55.6% | +15.6% |
| 3M | +43.0% | -57.8% | +100.8% | +41.9% |
| 6M | +130.7% | -99.7% | +230.3% | +130.0% |
| YTD | +121.8% | -99.9% | +221.7% | +122.4% |
| 1Y | +40.7% | -99.9% | +140.6% | +41.3% |
| 3Y | -56.8% | -100.0% | +43.2% | -55.9% |
| 5Y | -99.1% | -100.0% | +0.9% | -99.1% |
| All | -94.7% | -100.0% | +5.3% | -92.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling