+124.8%
APA vs ZCMD
-100.0%
+224.7%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.2% | +4.9% | +1.7% |
| 7D | +8.5% | -7.7% | +16.2% | +8.7% |
| 30D | +2.8% | -34.8% | +37.6% | +3.7% |
| 3M | +21.7% | -56.3% | +78.0% | +23.5% |
| 6M | +32.6% | -99.7% | +132.3% | +45.7% |
| YTD | +103.7% | -99.9% | +203.6% | +130.2% |
| 1Y | +101.8% | -99.9% | +201.7% | +131.0% |
| 3Y | +48.1% | -100.0% | +148.0% | +89.7% |
| 5Y | +91.9% | -100.0% | +191.9% | +156.4% |
| All | +124.8% | -100.0% | +224.7% | +357.9% |
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