+19.3%
ARM vs ZCMD
-99.9%
+119.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -3.0% | -2.3% | -5.3% |
| 7D | -18.7% | -13.3% | -5.4% | -18.8% |
| 30D | -36.7% | -49.6% | +12.9% | -37.0% |
| 3M | -31.6% | -54.6% | +23.0% | -32.1% |
| 6M | -5.6% | -99.8% | +94.1% | -23.9% |
| YTD | +75.5% | -99.9% | +175.3% | +39.5% |
| 1Y | +19.3% | -99.9% | +119.2% | -8.6% |
| All | +19.3% | -99.9% | +119.2% | -8.6% |
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