-46.5%
APTV vs ZCMD
-99.9%
+53.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.0% | +7.7% | +4.6% |
| 7D | -1.9% | -13.3% | +11.5% | -1.8% |
| 30D | -1.4% | -49.6% | +48.2% | -1.3% |
| 3M | -9.3% | -54.6% | +45.3% | -9.2% |
| 6M | -27.3% | -99.8% | +72.4% | -31.8% |
| YTD | -43.1% | -99.9% | +56.7% | -45.7% |
| 1Y | -46.5% | -99.9% | +53.4% | -47.4% |
| All | -46.5% | -99.9% | +53.4% | -47.4% |
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 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