+357.3%
AMD vs ZCMD
-100.0%
+457.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -3.2% | -5.5% | -8.7% |
| 7D | +18.9% | -7.7% | +26.6% | +19.0% |
| 30D | -6.4% | -34.8% | +28.3% | -6.1% |
| 3M | +10.6% | -56.3% | +66.9% | +11.3% |
| 6M | +19.9% | -99.7% | +119.6% | +13.2% |
| YTD | +149.4% | -99.9% | +249.2% | +132.4% |
| 1Y | +115.4% | -99.9% | +215.3% | +99.5% |
| 3Y | +357.3% | -100.0% | +457.3% | +286.7% |
| All | +357.3% | -100.0% | +457.3% | +286.7% |
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 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