-14.2%
AMT vs ZCMD
-100.0%
+85.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.0% | -4.2% | -0.2% |
| 7D | +1.5% | -4.1% | +5.6% | +1.5% |
| 30D | +3.7% | -22.7% | +26.5% | +3.8% |
| 3M | -7.2% | -62.5% | +55.3% | -7.1% |
| 6M | -4.2% | -99.5% | +95.3% | -2.1% |
| YTD | +1.9% | -99.7% | +101.6% | +4.6% |
| 1Y | -6.4% | -99.9% | +93.5% | -3.3% |
| 3Y | +7.7% | -100.0% | +107.7% | +13.3% |
| 5Y | -30.9% | -100.0% | +69.1% | -27.4% |
| All | -14.2% | -100.0% | +85.8% | -6.6% |
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