-12.3%
AMRZ vs ZCMD
-99.9%
+87.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -3.0% | +8.2% | +5.2% |
| 7D | +10.3% | -13.3% | +23.6% | +10.4% |
| 30D | +18.7% | -49.6% | +68.3% | +19.5% |
| 3M | -14.6% | -54.6% | +40.0% | -14.1% |
| 6M | -12.9% | -99.8% | +86.9% | -3.0% |
| YTD | -17.4% | -99.9% | +82.5% | -7.4% |
| 1Y | -12.3% | -99.9% | +87.6% | +6.0% |
| All | -12.3% | -99.9% | +87.6% | +6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling