+134.9%
AS vs ZCMD
-100.0%
+234.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | +0.5% |
| 7D | +6.9% | -4.4% | +11.3% | +7.0% |
| 30D | +16.0% | -43.0% | +59.0% | +16.6% |
| 3M | -12.8% | -54.9% | +42.0% | -12.3% |
| 6M | -15.4% | -99.8% | +84.4% | -9.0% |
| YTD | -15.7% | -99.9% | +84.1% | -9.0% |
| 1Y | +6.1% | -99.9% | +106.0% | +15.4% |
| All | +134.9% | -100.0% | +234.8% | +166.6% |
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 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