+46.0%
ASML vs ZCMD
-99.9%
+145.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.8% | +3.5% | -0.3% |
| 7D | -2.9% | -3.0% | +0.2% | -2.8% |
| 30D | -15.2% | -39.5% | +24.3% | -14.6% |
| 3M | -12.9% | -57.8% | +44.9% | -12.0% |
| 6M | -5.0% | -99.7% | +94.6% | -3.1% |
| YTD | +41.8% | -99.9% | +141.7% | +46.1% |
| 1Y | +46.0% | -99.9% | +145.9% | +47.2% |
| All | +46.0% | -99.9% | +145.9% | +47.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling