+282.2%
APH vs ZCMD
-100.0%
+382.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.8% | +2.3% | +4.1% |
| 7D | -5.9% | -4.4% | -1.5% | -5.9% |
| 30D | -14.8% | -43.0% | +28.2% | -14.6% |
| 3M | -12.4% | -54.9% | +42.4% | -12.2% |
| 6M | +8.1% | -99.8% | +107.8% | +8.4% |
| YTD | +10.9% | -99.9% | +110.8% | +11.2% |
| 1Y | +8.8% | -99.9% | +108.7% | +9.0% |
| 3Y | +262.1% | -100.0% | +362.1% | +261.0% |
| All | +282.2% | -100.0% | +382.1% | +285.1% |
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 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