-55.4%
APP vs ZCMD
-99.9%
+44.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -3.0% | +13.7% | +10.7% |
| 7D | +4.5% | -13.3% | +17.9% | +4.7% |
| 30D | -3.6% | -49.6% | +46.0% | -3.0% |
| 3M | -35.3% | -54.6% | +19.4% | -34.8% |
| 6M | -42.8% | -99.8% | +57.0% | -39.3% |
| YTD | -59.7% | -99.9% | +40.2% | -57.0% |
| 1Y | -55.4% | -99.9% | +44.6% | -54.4% |
| All | -55.4% | -99.9% | +44.5% | -54.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling