+268.6%
ARM vs ZCMD
-100.0%
+368.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -19.9% |
| 3M | -31.6% | -56.3% | +24.7% | -31.6% |
| 6M | -13.9% | -99.7% | +85.8% | -16.7% |
| YTD | +74.3% | -99.9% | +174.2% | +70.3% |
| 1Y | +35.8% | -99.9% | +135.7% | +33.5% |
| 3Y | +268.6% | -100.0% | +368.6% | +292.8% |
| All | +268.6% | -100.0% | +368.6% | +292.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling