+175.6%
APA vs ZCMD
-100.0%
+275.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.0% | -1.1% | +2.9% |
| 7D | +0.3% | -4.1% | +4.4% | +0.4% |
| 30D | +9.3% | -22.7% | +32.0% | +9.5% |
| 3M | +23.3% | -62.5% | +85.8% | +22.5% |
| 6M | +39.5% | -99.5% | +138.9% | +42.7% |
| YTD | +87.6% | -99.7% | +187.3% | +93.2% |
| 1Y | +114.2% | -99.9% | +214.1% | +121.9% |
| 3Y | +13.6% | -100.0% | +113.6% | +19.9% |
| 5Y | +175.6% | -100.0% | +275.6% | +196.3% |
| All | +175.6% | -100.0% | +275.6% | +196.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling