+69.0%
AMP vs ZCMD
-100.0%
+169.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -7.1% | +7.8% | +0.7% |
| 7D | -0.5% | -5.4% | +4.9% | -0.5% |
| 30D | -1.3% | -24.8% | +23.5% | -1.3% |
| 3M | +24.2% | -62.8% | +87.0% | +23.7% |
| 6M | +24.6% | -99.5% | +124.1% | +24.2% |
| YTD | +14.8% | -99.8% | +114.6% | +14.6% |
| 1Y | +12.8% | -99.9% | +112.7% | +12.4% |
| 3Y | +69.0% | -100.0% | +169.0% | +64.2% |
| All | +69.0% | -100.0% | +169.0% | +64.2% |
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