+35.8%
ARM vs ZCMD
-99.9%
+135.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.2% | -1.4% | -4.6% |
| 7D | +9.1% | -7.7% | +16.8% | +9.1% |
| 30D | -19.9% | -34.8% | +14.8% | -20.2% |
| 3M | -31.6% | -56.3% | +24.7% | -32.1% |
| 6M | -13.9% | -99.7% | +85.8% | -30.0% |
| YTD | +74.3% | -99.9% | +174.2% | +39.9% |
| 1Y | +35.8% | -99.9% | +135.7% | +7.7% |
| All | +35.8% | -99.9% | +135.7% | +7.7% |
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