+160.3%
AMZN vs ZCMD
-100.0%
+260.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -7.1% | +9.0% | +2.0% |
| 7D | -0.7% | -5.4% | +4.8% | -0.6% |
| 30D | -3.9% | -24.8% | +20.9% | -3.7% |
| 3M | +6.3% | -62.8% | +69.1% | +5.5% |
| 6M | +20.8% | -99.5% | +120.3% | +26.4% |
| YTD | +11.2% | -99.8% | +111.0% | +17.4% |
| 1Y | +11.7% | -99.9% | +111.6% | +18.8% |
| 3Y | +79.4% | -100.0% | +179.4% | +98.2% |
| 5Y | +48.0% | -100.0% | +148.0% | +64.2% |
| All | +160.3% | -100.0% | +260.3% | +222.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling