+301.8%
AMD vs ZCMD
-100.0%
+401.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.8% | +9.3% | +11.0% |
| 7D | -11.0% | -4.4% | -6.6% | -11.0% |
| 30D | -30.5% | -43.0% | +12.5% | -30.1% |
| 3M | -8.2% | -54.9% | +46.6% | -7.7% |
| 6M | +6.6% | -99.8% | +106.3% | -0.1% |
| YTD | +109.7% | -99.9% | +209.5% | +95.3% |
| 1Y | +88.9% | -99.9% | +188.8% | +74.7% |
| 3Y | +301.8% | -100.0% | +401.8% | +239.3% |
| All | +301.8% | -100.0% | +401.8% | +239.3% |
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