+47.5%
ASML vs ZCMD
-99.9%
+147.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -8.7% |
| 3M | -19.0% | -56.3% | +37.3% | -18.2% |
| 6M | -5.2% | -99.7% | +94.5% | -3.0% |
| YTD | +40.6% | -99.9% | +140.5% | +46.0% |
| 1Y | +47.5% | -99.9% | +147.4% | +50.5% |
| All | +47.5% | -99.9% | +147.4% | +50.5% |
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 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