+120.4%
AS vs ZCMD
-100.0%
+220.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.7% | +7.3% | +3.6% |
| 7D | -4.9% | -8.0% | +3.1% | -4.8% |
| 30D | -19.6% | -27.9% | +8.3% | -19.4% |
| 3M | -14.4% | -74.6% | +60.2% | -14.0% |
| 6M | -20.1% | -99.5% | +79.3% | -15.1% |
| YTD | -20.9% | -99.7% | +78.8% | -15.0% |
| 1Y | -21.9% | -99.9% | +78.0% | -14.8% |
| All | +120.4% | -100.0% | +220.3% | +149.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling