-20.2%
AMRZ vs ZCMD
-100.0%
+79.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.4% | +0.2% |
| 7D | -2.1% | -7.7% | +5.6% | -2.0% |
| 30D | +13.0% | -34.8% | +47.7% | +13.4% |
| 3M | -12.1% | -56.3% | +44.2% | -11.5% |
| 6M | -19.1% | -99.7% | +80.5% | -13.5% |
| YTD | -23.3% | -99.9% | +76.6% | -16.4% |
| 1Y | -16.6% | -99.9% | +83.3% | -8.4% |
| All | -20.2% | -100.0% | +79.8% | -16.0% |
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 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