+337.5%
AMD vs ZCMD
-100.0%
+437.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -3.7% | +8.4% | +4.7% |
| 7D | +2.6% | -8.0% | +10.6% | +2.6% |
| 30D | -0.9% | -27.9% | +27.0% | -0.7% |
| 3M | -8.7% | -74.6% | +65.9% | -9.7% |
| 6M | +136.3% | -99.5% | +235.8% | +125.1% |
| YTD | +123.0% | -99.7% | +222.7% | +111.0% |
| 1Y | +195.2% | -99.9% | +295.1% | +177.2% |
| 3Y | +336.3% | -100.0% | +436.3% | +312.3% |
| All | +337.5% | -100.0% | +437.5% | +317.9% |
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