+428.4%
AMKR vs ZCMD
-100.0%
+528.4%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.0% | -2.8% | +1.1% |
| 7D | +8.9% | -4.1% | +13.0% | +9.0% |
| 30D | -2.7% | -22.7% | +20.0% | -2.2% |
| 3M | -27.5% | -62.5% | +35.0% | -28.5% |
| 6M | +19.4% | -99.5% | +118.8% | +27.9% |
| YTD | +30.7% | -99.7% | +130.4% | +42.7% |
| 1Y | +107.9% | -99.9% | +207.8% | +131.6% |
| 3Y | +136.1% | -100.0% | +236.1% | +185.8% |
| 5Y | +96.6% | -100.0% | +196.6% | +137.8% |
| All | +428.4% | -100.0% | +528.4% | +761.8% |
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 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