+262.5%
APO vs ZCMD
-100.0%
+362.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.7% | +3.1% | -0.6% |
| 7D | -1.0% | -8.0% | +7.0% | -0.9% |
| 30D | +3.5% | -27.9% | +31.3% | +3.7% |
| 3M | +4.5% | -74.6% | +79.1% | +3.8% |
| 6M | +22.8% | -99.5% | +122.2% | +26.6% |
| YTD | -6.5% | -99.7% | +93.2% | -2.4% |
| 1Y | +0.8% | -99.9% | +100.7% | +6.2% |
| 3Y | +62.0% | -100.0% | +161.9% | +75.6% |
| 5Y | +138.2% | -100.0% | +238.2% | +160.1% |
| All | +262.5% | -100.0% | +362.5% | +327.9% |
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