+503.8%
APP vs ZCMD
-100.0%
+603.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.6% | +1.9% | -2.7% |
| 7D | +10.6% | -2.9% | +13.5% | +10.6% |
| 30D | +44.6% | -28.5% | +73.0% | +45.1% |
| 3M | +29.6% | -56.5% | +86.1% | +30.6% |
| 6M | -19.8% | -99.7% | +79.9% | -16.9% |
| YTD | -41.6% | -99.9% | +58.3% | -38.8% |
| 1Y | -32.7% | -99.9% | +67.2% | -29.2% |
| 3Y | +799.0% | -100.0% | +899.0% | +846.6% |
| 5Y | +250.4% | -100.0% | +350.4% | +279.9% |
| All | +503.8% | -100.0% | +603.8% | +512.6% |
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