+234.0%
AMD vs ZCMD
-99.9%
+333.9%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.5% | +6.4% | +5.9% |
| 7D | +10.0% | -1.4% | +11.4% | +10.1% |
| 30D | +4.6% | -21.6% | +26.2% | +5.0% |
| 3M | +3.1% | -67.4% | +70.5% | +1.5% |
| 6M | +162.8% | -99.4% | +262.3% | +145.1% |
| YTD | +136.2% | -99.7% | +235.9% | +118.0% |
| 1Y | +234.0% | -99.9% | +333.9% | +207.8% |
| All | +234.0% | -99.9% | +333.9% | +207.8% |
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