+462.7%
ASML vs ZCMD
-100.0%
+562.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.8% | +3.4% | -0.3% |
| 7D | -2.9% | -3.0% | +0.2% | -2.8% |
| 30D | -15.2% | -39.5% | +24.3% | -14.3% |
| 3M | -12.9% | -57.8% | +44.9% | -11.5% |
| 6M | -5.0% | -99.7% | +94.6% | +2.1% |
| YTD | +41.8% | -99.9% | +141.7% | +55.4% |
| 1Y | +46.0% | -99.9% | +145.9% | +61.4% |
| 3Y | +133.5% | -100.0% | +233.5% | +180.7% |
| 5Y | +93.0% | -100.0% | +193.0% | +138.5% |
| All | +462.7% | -100.0% | +562.7% | +763.6% |
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