+164.9%
ASML vs ZCMD
-100.0%
+264.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.7% | +7.9% | +4.2% |
| 7D | +1.1% | -8.0% | +9.1% | +1.2% |
| 30D | +2.2% | -27.9% | +30.1% | +2.5% |
| 3M | -2.3% | -74.6% | +72.3% | -3.0% |
| 6M | +23.0% | -99.5% | +122.4% | +24.7% |
| YTD | +61.1% | -99.7% | +160.8% | +64.6% |
| 1Y | +129.1% | -99.9% | +229.0% | +135.6% |
| All | +164.9% | -100.0% | +264.9% | +168.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling