+1,062.3%
AMD vs ZCMD
-100.0%
+1,162.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.4% | +6.0% | +7.3% |
| 7D | +13.1% | +1.4% | +11.8% | +13.1% |
| 30D | -7.0% | -29.9% | +22.9% | -6.4% |
| 3M | +16.6% | -54.9% | +71.4% | +18.0% |
| 6M | +20.5% | -99.7% | +120.2% | +22.2% |
| YTD | +158.2% | -99.9% | +258.0% | +163.6% |
| 1Y | +132.8% | -99.9% | +232.7% | +138.7% |
| 3Y | +366.2% | -100.0% | +466.2% | +411.0% |
| 5Y | +278.7% | -100.0% | +378.7% | +326.9% |
| All | +1,062.3% | -100.0% | +1,162.3% | +1,487.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling