-5.3%
AMT vs ZCMD
-100.0%
+94.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.2% | +4.2% | +1.0% |
| 7D | +1.5% | -7.7% | +9.2% | +1.5% |
| 30D | +6.8% | -34.8% | +41.6% | +6.8% |
| 3M | +11.2% | -56.3% | +67.5% | +11.2% |
| 6M | +12.5% | -99.7% | +112.2% | +14.8% |
| YTD | +12.5% | -99.9% | +112.4% | +15.5% |
| 1Y | +10.1% | -99.9% | +110.0% | +13.4% |
| 3Y | +16.0% | -100.0% | +116.0% | +21.6% |
| 5Y | -17.2% | -100.0% | +82.8% | -12.5% |
| All | -5.3% | -100.0% | +94.7% | +3.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling