-40.4%
APTV vs ZCMD
-99.9%
+59.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.8% | +6.8% | +3.1% |
| 7D | +4.8% | -8.0% | +12.8% | +4.8% |
| 30D | +2.0% | -27.9% | +29.9% | +2.1% |
| 3M | -34.2% | -74.6% | +40.3% | -34.6% |
| 6M | -34.7% | -99.5% | +64.8% | -37.8% |
| YTD | -37.0% | -99.7% | +62.8% | -37.9% |
| 1Y | -40.4% | -99.9% | +59.5% | -37.8% |
| All | -40.4% | -99.9% | +59.5% | -37.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling