-18.3%
AMRZ vs ZCMD
-99.9%
+81.6%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -4.3% |
| 7D | -2.0% | -1.4% | -0.6% | -2.0% |
| 30D | -9.8% | -21.6% | +11.7% | -9.7% |
| 3M | -17.2% | -67.4% | +50.1% | -17.1% |
| 6M | -26.9% | -99.4% | +72.5% | -22.4% |
| YTD | -21.5% | -99.7% | +78.3% | -14.9% |
| 1Y | -22.9% | -99.9% | +77.0% | -15.3% |
| All | -18.3% | -99.9% | +81.6% | -14.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling