+102.5%
AMDL vs ZCMD
-100.0%
+202.5%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.6% | -3.2% | -14.3% | -17.5% |
| 7D | +37.2% | -7.7% | +44.9% | +37.5% |
| 30D | -24.0% | -34.8% | +10.7% | -23.2% |
| 3M | -1.0% | -56.3% | +55.3% | +0.7% |
| 6M | -3.2% | -99.7% | +96.5% | -12.7% |
| YTD | +232.2% | -99.9% | +332.1% | +193.0% |
| 1Y | +137.7% | -99.9% | +237.6% | +107.5% |
| All | +102.5% | -100.0% | +202.5% | +78.0% |
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 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