-14.0%
AMT vs ZCMD
-100.0%
+86.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.7% | +2.7% | -1.1% |
| 7D | -0.2% | -8.0% | +7.8% | -0.2% |
| 30D | +4.6% | -27.9% | +32.5% | +4.7% |
| 3M | -8.4% | -74.6% | +66.1% | -8.2% |
| 6M | -6.0% | -99.5% | +93.4% | -4.1% |
| YTD | +2.1% | -99.7% | +101.9% | +4.9% |
| 1Y | -6.4% | -99.9% | +93.5% | -3.4% |
| 3Y | +8.1% | -100.0% | +108.0% | +13.7% |
| 5Y | -31.9% | -100.0% | +68.1% | -28.3% |
| All | -14.0% | -100.0% | +86.0% | -6.4% |
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