+88.0%
ARM vs ZCMD
-99.9%
+187.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.2% | +3.7% |
| 7D | +11.4% | -1.4% | +12.8% | +11.4% |
| 30D | -7.4% | -21.6% | +14.1% | -7.7% |
| 3M | -24.5% | -67.4% | +42.9% | -25.2% |
| 6M | +128.7% | -99.4% | +228.1% | +86.8% |
| YTD | +139.3% | -99.7% | +239.0% | +91.2% |
| 1Y | +88.0% | -99.9% | +187.9% | +46.1% |
| All | +88.0% | -99.9% | +187.8% | +46.1% |
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