+606.8%
APH vs ZCMD
-100.0%
+706.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -0.8% |
| 7D | +0.4% | +1.4% | -1.0% | +0.4% |
| 30D | -8.0% | -29.9% | +21.9% | -7.7% |
| 3M | -5.0% | -54.9% | +49.9% | -4.5% |
| 6M | +29.9% | -99.7% | +129.6% | +32.9% |
| YTD | +18.0% | -99.9% | +117.8% | +21.7% |
| 1Y | +11.3% | -99.9% | +111.2% | +15.3% |
| 3Y | +274.9% | -100.0% | +374.9% | +300.6% |
| 5Y | +300.6% | -100.0% | +400.6% | +333.9% |
| All | +606.8% | -100.0% | +706.8% | +720.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling