+57.8%
APD vs ZCMD
-100.0%
+157.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.4% | +0.9% |
| 7D | -1.2% | +1.4% | -2.5% | -1.2% |
| 30D | +11.0% | -29.9% | +40.9% | +11.2% |
| 3M | +2.6% | -54.9% | +57.4% | +2.8% |
| 6M | +4.8% | -99.7% | +104.5% | +7.8% |
| YTD | +31.0% | -99.9% | +130.8% | +35.4% |
| 1Y | +23.4% | -99.9% | +123.3% | +27.8% |
| 3Y | +28.4% | -100.0% | +128.3% | +34.9% |
| 5Y | +15.2% | -100.0% | +115.2% | +21.5% |
| All | +57.8% | -100.0% | +157.8% | +80.1% |
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