+97.9%
APA vs ZCMD
-99.9%
+197.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.7% |
| 7D | +0.8% | -2.0% | +2.8% | +0.8% |
| 30D | +9.6% | -19.8% | +29.4% | +9.8% |
| 3M | +18.0% | -62.1% | +80.1% | +17.4% |
| 6M | +41.9% | -99.5% | +141.4% | +52.0% |
| YTD | +86.3% | -99.7% | +186.1% | +105.6% |
| 1Y | +97.9% | -99.9% | +197.8% | +135.8% |
| All | +97.9% | -99.9% | +197.8% | +135.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling