+457.9%
ASML vs ZCMD
-100.0%
+557.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.1% | -0.1% |
| 7D | +4.9% | -7.7% | +12.6% | +5.1% |
| 30D | -9.3% | -34.8% | +25.5% | -8.4% |
| 3M | -19.0% | -56.3% | +37.3% | -17.7% |
| 6M | -5.2% | -99.7% | +94.5% | +1.8% |
| YTD | +40.6% | -99.9% | +140.5% | +54.3% |
| 1Y | +47.5% | -99.9% | +147.4% | +63.4% |
| 3Y | +133.9% | -100.0% | +233.9% | +180.9% |
| 5Y | +83.8% | -100.0% | +183.8% | +127.3% |
| All | +457.9% | -100.0% | +557.9% | +757.6% |
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