+131.0%
AMDL vs ZCMD
-99.9%
+230.9%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +4.0% | +2.0% | +6.0% |
| 7D | +29.0% | -4.1% | +33.1% | +29.1% |
| 30D | +19.1% | -22.7% | +41.8% | +19.6% |
| 3M | +1.8% | -62.5% | +64.3% | -0.5% |
| 6M | +374.4% | -99.5% | +473.9% | +319.1% |
| YTD | +278.9% | -99.7% | +378.6% | +228.9% |
| 1Y | +510.6% | -99.9% | +610.5% | +417.9% |
| All | +131.0% | -99.9% | +230.9% | +99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling