+391.7%
APP vs ZCMD
-100.0%
+491.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.7% | +6.0% | +2.3% |
| 7D | +0.9% | -8.0% | +8.9% | +1.0% |
| 30D | -23.3% | -27.9% | +4.6% | -23.0% |
| 3M | -42.6% | -74.6% | +31.9% | -42.7% |
| 6M | -33.6% | -99.5% | +65.8% | -31.5% |
| YTD | -52.4% | -99.7% | +47.3% | -50.4% |
| 1Y | -35.9% | -99.9% | +64.0% | -32.7% |
| 3Y | +642.2% | -100.0% | +742.2% | +677.3% |
| 5Y | +311.1% | -100.0% | +411.1% | +328.8% |
| All | +391.7% | -100.0% | +491.7% | +395.8% |
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