+160.5%
AMZN vs ZCMD
-100.0%
+260.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.6% |
| 7D | +0.8% | -1.4% | +2.2% | +0.8% |
| 30D | -6.4% | -21.6% | +15.2% | -6.2% |
| 3M | +4.8% | -67.4% | +72.2% | +4.3% |
| 6M | +20.5% | -99.4% | +120.0% | +25.9% |
| YTD | +11.3% | -99.7% | +111.1% | +17.4% |
| 1Y | +9.0% | -99.9% | +108.8% | +15.8% |
| 3Y | +85.9% | -100.0% | +185.9% | +105.3% |
| 5Y | +45.8% | -100.0% | +145.8% | +61.4% |
| All | +160.5% | -100.0% | +260.5% | +222.5% |
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