+6.6%
AMD vs ZCMD
-99.7%
+106.3%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | -29.7% |
| 3M | -8.2% | -54.9% | +46.6% | -7.0% |
| 6M | +6.6% | -99.8% | +106.3% | +2.4% |
| All | +6.6% | -99.7% | +106.3% | +2.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling