+84.0%
ASML vs ZCMD
-100.0%
+184.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.6% | +2.2% | -2.4% |
| 7D | +10.4% | -2.9% | +13.3% | +10.4% |
| 30D | -12.7% | -28.5% | +15.7% | -12.3% |
| 3M | -17.2% | -56.5% | +39.4% | -16.4% |
| 6M | -1.3% | -99.7% | +98.3% | +1.5% |
| YTD | +40.8% | -99.9% | +140.7% | +46.2% |
| 1Y | +45.2% | -99.9% | +145.1% | +51.3% |
| 3Y | +131.8% | -100.0% | +231.8% | +148.2% |
| 5Y | +84.0% | -100.0% | +184.0% | +103.6% |
| All | +84.0% | -100.0% | +184.0% | +103.6% |
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