+5.6%
APD vs ZCMD
-99.9%
+105.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.0% | -4.8% | -0.8% |
| 7D | -4.6% | -4.1% | -0.5% | -4.6% |
| 30D | -4.2% | -22.7% | +18.5% | -4.1% |
| 3M | +5.0% | -62.5% | +67.5% | +5.7% |
| 6M | +8.9% | -99.5% | +108.4% | +19.3% |
| YTD | +21.9% | -99.7% | +121.6% | +38.4% |
| 1Y | +5.6% | -99.9% | +105.5% | +29.4% |
| All | +5.6% | -99.9% | +105.4% | +29.4% |
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 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