+46.0%
APD vs ZCMD
-100.0%
+146.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.5% |
| 7D | -3.5% | -2.0% | -1.4% | -3.5% |
| 30D | -5.1% | -19.8% | +14.8% | -5.0% |
| 3M | +6.9% | -62.1% | +68.9% | +6.9% |
| 6M | +8.1% | -99.5% | +107.6% | +11.0% |
| YTD | +21.2% | -99.7% | +121.0% | +25.1% |
| 1Y | +4.9% | -99.9% | +104.7% | +8.5% |
| 3Y | +6.3% | -100.0% | +106.3% | +11.6% |
| 5Y | +24.3% | -100.0% | +124.3% | +30.7% |
| All | +46.0% | -100.0% | +146.0% | +66.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling