-17.9%
AMT vs ZCMD
-100.0%
+82.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.4% | -0.1% |
| 7D | -2.4% | +1.4% | -3.7% | -2.4% |
| 30D | +4.2% | -29.9% | +34.1% | +4.1% |
| 3M | +13.4% | -54.9% | +68.3% | +13.2% |
| 6M | +9.4% | -99.7% | +109.0% | +9.8% |
| YTD | +11.7% | -99.9% | +111.5% | +12.3% |
| 1Y | +7.1% | -99.9% | +107.0% | +7.8% |
| 3Y | +15.1% | -100.0% | +115.1% | +14.4% |
| 5Y | -17.9% | -100.0% | +82.1% | -19.2% |
| All | -17.9% | -100.0% | +82.1% | -19.2% |
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