+528.8%
APP vs ZCMD
-100.0%
+628.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.6% | +2.2% | +4.8% |
| 7D | +79.2% | +9.1% | +70.1% | +79.0% |
| 30D | +48.0% | -37.1% | +85.1% | +48.7% |
| 3M | +18.2% | -53.7% | +71.9% | +19.1% |
| 6M | -12.5% | -99.7% | +87.2% | -9.3% |
| YTD | -39.2% | -99.9% | +60.7% | -36.3% |
| 1Y | -33.9% | -99.9% | +66.0% | -30.5% |
| 3Y | +933.3% | -100.0% | +1,033.3% | +987.0% |
| 5Y | +295.9% | -100.0% | +395.9% | +326.9% |
| All | +528.8% | -100.0% | +628.8% | +537.4% |
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 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