+76.0%
AMZN vs ZCMD
-100.0%
+176.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | -0.2% |
| 7D | -2.7% | -2.0% | -0.7% | -2.7% |
| 30D | -7.5% | -19.8% | +12.3% | -7.4% |
| 3M | +5.8% | -62.1% | +67.9% | +5.5% |
| 6M | +17.5% | -99.5% | +117.0% | +20.5% |
| YTD | +9.1% | -99.7% | +108.9% | +12.0% |
| 1Y | +9.4% | -99.9% | +109.2% | +12.0% |
| All | +76.0% | -100.0% | +176.0% | +78.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling