+26.1%
APD vs ZCMD
-100.0%
+126.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.2% |
| 7D | -2.5% | -1.4% | -1.1% | -2.5% |
| 30D | -1.9% | -21.6% | +19.7% | -1.8% |
| 3M | +8.2% | -67.4% | +75.6% | +8.5% |
| 6M | +10.7% | -99.4% | +110.2% | +14.0% |
| YTD | +22.9% | -99.7% | +122.7% | +27.2% |
| 1Y | +5.8% | -99.9% | +105.7% | +9.9% |
| 3Y | +7.8% | -100.0% | +107.8% | +15.0% |
| 5Y | +26.1% | -100.0% | +126.1% | +34.8% |
| All | +26.1% | -100.0% | +126.1% | +34.8% |
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 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