-43.9%
APTV vs ZCMD
-100.0%
+56.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.1% | +6.7% | -0.2% |
| 7D | -5.0% | -5.4% | +0.4% | -5.0% |
| 30D | -6.1% | -24.8% | +18.7% | -5.8% |
| 3M | -33.0% | -62.8% | +29.8% | -33.5% |
| 6M | -35.2% | -99.5% | +64.3% | -32.0% |
| YTD | -40.1% | -99.8% | +59.6% | -36.0% |
| 1Y | -45.6% | -99.9% | +54.3% | -40.4% |
| 3Y | -54.4% | -100.0% | +45.6% | -45.3% |
| 5Y | -68.9% | -100.0% | +31.1% | -62.8% |
| All | -43.9% | -100.0% | +56.1% | -12.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling