-6.0%
AMT vs ZCMD
-100.0%
+94.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.2% |
| 3M | +13.4% | -54.9% | +68.3% | +13.4% |
| 6M | +9.4% | -99.7% | +109.0% | +11.6% |
| YTD | +11.7% | -99.9% | +111.5% | +14.7% |
| 1Y | +7.1% | -99.9% | +107.0% | +10.3% |
| 3Y | +15.1% | -100.0% | +115.1% | +20.7% |
| 5Y | -17.9% | -100.0% | +82.1% | -13.2% |
| All | -6.0% | -100.0% | +94.0% | +2.3% |
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