+249.8%
APO vs ZCMD
-100.0%
+349.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.1% | +7.9% | +0.9% |
| 7D | -3.5% | -5.4% | +1.9% | -3.5% |
| 30D | -6.6% | -24.8% | +18.2% | -6.4% |
| 3M | -3.3% | -62.8% | +59.5% | -4.4% |
| 6M | +22.6% | -99.5% | +122.1% | +26.7% |
| YTD | -9.8% | -99.8% | +90.0% | -5.8% |
| 1Y | -3.9% | -99.9% | +96.0% | +1.5% |
| 3Y | +52.5% | -100.0% | +152.5% | +65.4% |
| 5Y | +134.0% | -100.0% | +234.0% | +155.0% |
| All | +249.8% | -100.0% | +349.8% | +313.1% |
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 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