+78.7%
APO vs ZCMD
-100.0%
+178.7%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.2% | +5.0% | +1.8% |
| 7D | +5.8% | -7.7% | +13.4% | +5.8% |
| 30D | +8.9% | -34.8% | +43.7% | +9.1% |
| 3M | -13.6% | -56.3% | +42.7% | -13.4% |
| 6M | -5.4% | -99.7% | +94.3% | -4.5% |
| YTD | -13.6% | -99.9% | +86.2% | -12.4% |
| 1Y | -2.5% | -99.9% | +97.4% | -1.1% |
| 3Y | +50.9% | -100.0% | +150.9% | +49.6% |
| All | +78.7% | -100.0% | +178.7% | +80.5% |
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