+123.1%
ASML vs ZCMD
-99.9%
+223.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.4% | +2.9% |
| 7D | +6.0% | -1.4% | +7.4% | +6.0% |
| 30D | +1.4% | -21.6% | +22.9% | +1.6% |
| 3M | +1.0% | -67.4% | +68.4% | +0.1% |
| 6M | +37.0% | -99.4% | +136.4% | +38.4% |
| YTD | +65.8% | -99.7% | +165.5% | +70.5% |
| 1Y | +123.1% | -99.9% | +223.0% | +137.7% |
| All | +123.1% | -99.9% | +223.0% | +137.7% |
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