-32.3%
AMT vs ZCMD
-100.0%
+67.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | -0.2% | -1.4% | +1.2% | -0.2% |
| 30D | +1.8% | -21.6% | +23.4% | +1.8% |
| 3M | -6.2% | -67.4% | +61.2% | -5.8% |
| 6M | -5.0% | -99.4% | +94.4% | -4.5% |
| YTD | +2.1% | -99.7% | +101.8% | +2.8% |
| 1Y | -5.7% | -99.9% | +94.1% | -5.1% |
| 3Y | +7.9% | -100.0% | +107.9% | +7.4% |
| 5Y | -32.3% | -100.0% | +67.7% | -33.2% |
| All | -32.3% | -100.0% | +67.7% | -33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling