+91.1%
AMKR vs ZCMD
-100.0%
+191.1%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -7.1% | +11.5% | +4.6% |
| 7D | +8.3% | -5.4% | +13.7% | +8.4% |
| 30D | -6.8% | -24.8% | +18.0% | -6.4% |
| 3M | -31.9% | -62.8% | +30.8% | -32.4% |
| 6M | +18.4% | -99.5% | +117.9% | +21.3% |
| YTD | +31.7% | -99.8% | +131.4% | +35.5% |
| 1Y | +105.2% | -99.9% | +205.1% | +111.6% |
| 3Y | +147.7% | -100.0% | +247.7% | +160.7% |
| All | +91.1% | -100.0% | +191.1% | +95.9% |
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