+472.6%
ASML vs ZCMD
-100.0%
+572.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.4% | +1.7% |
| 7D | +2.5% | +1.4% | +1.2% | +2.5% |
| 30D | -12.2% | -29.9% | +17.6% | -11.6% |
| 3M | -14.6% | -54.9% | +40.2% | -13.4% |
| 6M | -1.7% | -99.7% | +97.9% | +5.4% |
| YTD | +44.3% | -99.9% | +144.2% | +58.1% |
| 1Y | +51.0% | -99.9% | +150.9% | +67.2% |
| 3Y | +137.6% | -100.0% | +237.6% | +185.6% |
| 5Y | +92.7% | -100.0% | +192.7% | +137.9% |
| All | +472.6% | -100.0% | +572.6% | +778.5% |
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