+355.9%
APH vs ZCMD
-100.0%
+455.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.7% | +4.6% | +0.9% |
| 7D | +5.0% | -8.0% | +13.0% | +5.0% |
| 30D | -3.9% | -27.9% | +24.0% | -3.8% |
| 3M | +13.0% | -74.6% | +87.6% | +12.8% |
| 6M | +25.2% | -99.5% | +124.6% | +25.1% |
| YTD | +22.9% | -99.7% | +122.7% | +22.9% |
| 1Y | +47.8% | -99.9% | +147.7% | +48.0% |
| 3Y | +283.0% | -100.0% | +383.0% | +281.5% |
| All | +355.9% | -100.0% | +455.9% | +356.5% |
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