+131.9%
AS vs ZCMD
-100.0%
+231.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.4% | -3.8% | -2.5% |
| 7D | -3.0% | +1.4% | -4.4% | -3.0% |
| 30D | +9.6% | -29.8% | +39.4% | +9.9% |
| 3M | -8.2% | -54.9% | +46.7% | -7.6% |
| 6M | -9.9% | -99.7% | +89.7% | -3.9% |
| YTD | -16.8% | -99.9% | +83.1% | -10.1% |
| 1Y | +3.0% | -99.9% | +102.9% | +12.0% |
| All | +131.9% | -100.0% | +231.9% | +163.3% |
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