+367.9%
APP vs ZCMD
-100.0%
+467.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.0% | -6.2% | -2.3% |
| 7D | -4.4% | -4.1% | -0.2% | -4.3% |
| 30D | -10.0% | -22.7% | +12.7% | -9.8% |
| 3M | -41.4% | -62.5% | +21.1% | -41.7% |
| 6M | -41.0% | -99.5% | +58.4% | -39.2% |
| YTD | -54.7% | -99.7% | +45.0% | -52.8% |
| 1Y | -45.3% | -99.9% | +54.5% | -42.6% |
| 3Y | +624.3% | -100.0% | +724.3% | +658.2% |
| 5Y | +329.1% | -100.0% | +429.1% | +341.2% |
| All | +367.9% | -100.0% | +467.9% | +371.7% |
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