+75.5%
ASML vs ZCMD
-100.0%
+175.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.8% | +3.2% | +5.0% |
| 7D | -9.0% | -4.4% | -4.6% | -9.0% |
| 30D | -21.0% | -43.0% | +22.0% | -20.4% |
| 3M | -16.3% | -54.9% | +38.6% | -15.5% |
| 6M | -7.5% | -99.8% | +92.2% | -4.4% |
| YTD | +34.0% | -99.9% | +133.8% | +39.0% |
| 1Y | +39.3% | -99.9% | +139.2% | +45.1% |
| 3Y | +128.9% | -100.0% | +228.8% | +144.6% |
| All | +75.5% | -100.0% | +175.5% | +91.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling