+506.6%
APP vs ZCMD
-100.0%
+606.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.8% | +0.3% | -3.5% |
| 7D | +61.1% | -3.0% | +64.1% | +61.2% |
| 30D | +42.8% | -39.5% | +82.3% | +43.5% |
| 3M | +16.7% | -57.8% | +74.5% | +17.6% |
| 6M | -15.6% | -99.7% | +84.1% | -12.5% |
| YTD | -41.3% | -99.9% | +58.6% | -38.5% |
| 1Y | -39.3% | -99.9% | +60.6% | -36.2% |
| 3Y | +803.2% | -100.0% | +903.2% | +850.6% |
| 5Y | +313.2% | -100.0% | +413.1% | +348.4% |
| All | +506.6% | -100.0% | +606.6% | +515.2% |
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