+358.8%
APP vs ZCMD
-100.0%
+458.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.7% |
| 7D | +0.1% | -1.4% | +1.5% | +0.1% |
| 30D | -10.0% | -21.6% | +11.5% | -9.9% |
| 3M | -44.6% | -67.4% | +22.7% | -44.8% |
| 6M | -37.9% | -99.4% | +61.6% | -36.5% |
| YTD | -53.7% | -99.7% | +46.1% | -52.3% |
| 1Y | -43.0% | -99.9% | +56.9% | -40.9% |
| 3Y | +640.8% | -100.0% | +740.8% | +644.6% |
| 5Y | +358.8% | -100.0% | +458.8% | +334.0% |
| All | +358.8% | -100.0% | +458.8% | +334.0% |
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