+132.1%
APO vs ZCMD
-100.0%
+232.1%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -2.3% |
| 7D | -4.9% | -2.0% | -2.9% | -4.9% |
| 30D | -8.4% | -19.8% | +11.4% | -8.4% |
| 3M | -2.1% | -62.1% | +60.0% | -2.9% |
| 6M | +19.2% | -99.5% | +118.7% | +20.4% |
| YTD | -10.5% | -99.7% | +89.2% | -9.2% |
| 1Y | -2.7% | -99.9% | +97.2% | -1.1% |
| 3Y | +52.5% | -100.0% | +152.5% | +52.1% |
| 5Y | +132.1% | -100.0% | +232.1% | +126.5% |
| All | +132.1% | -100.0% | +232.1% | +126.5% |
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