+564.7%
APH vs ZCMD
-100.0%
+664.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -14.4% |
| 3M | -12.4% | -54.9% | +42.4% | -11.9% |
| 6M | +8.1% | -99.8% | +107.8% | +11.2% |
| YTD | +10.9% | -99.9% | +110.8% | +14.5% |
| 1Y | +8.8% | -99.9% | +108.7% | +12.7% |
| 3Y | +262.1% | -100.0% | +362.1% | +287.1% |
| 5Y | +283.1% | -100.0% | +383.1% | +315.1% |
| All | +564.7% | -100.0% | +664.7% | +671.8% |
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 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