+97.4%
APA vs ZCMD
-100.0%
+197.4%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.7% | +0.5% | -3.1% |
| 7D | +0.5% | -8.0% | +8.5% | +0.7% |
| 30D | +23.4% | -27.9% | +51.3% | +24.1% |
| 3M | +12.7% | -74.6% | +87.3% | +11.9% |
| 6M | +39.4% | -99.5% | +138.9% | +51.6% |
| YTD | +79.0% | -99.7% | +178.7% | +100.0% |
| 1Y | +88.8% | -99.9% | +188.7% | +116.6% |
| 3Y | +6.4% | -100.0% | +106.3% | +37.1% |
| 5Y | +153.0% | -100.0% | +253.0% | +229.1% |
| All | +97.4% | -100.0% | +197.4% | +297.8% |
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 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