+539.1%
ASML vs ZCMD
-100.0%
+639.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.7% | +7.9% | +4.3% |
| 7D | +1.1% | -8.0% | +9.1% | +1.3% |
| 30D | +2.2% | -27.9% | +30.1% | +2.7% |
| 3M | -2.3% | -74.6% | +72.3% | -3.1% |
| 6M | +23.0% | -99.5% | +122.4% | +30.5% |
| YTD | +61.1% | -99.7% | +160.8% | +74.6% |
| 1Y | +129.1% | -99.9% | +229.0% | +153.5% |
| 3Y | +165.4% | -100.0% | +265.3% | +218.7% |
| 5Y | +109.5% | -100.0% | +209.5% | +153.3% |
| All | +539.1% | -100.0% | +639.1% | +870.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling