+406.3%
ASML vs ZCMD
-100.0%
+506.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.4% | -8.9% | -9.3% |
| 7D | -19.0% | -12.9% | -6.1% | -18.8% |
| 30D | -25.9% | -45.3% | +19.3% | -25.0% |
| 3M | -19.1% | -59.4% | +40.4% | -17.7% |
| 6M | -5.7% | -99.8% | +94.0% | +2.3% |
| YTD | +27.6% | -99.9% | +127.4% | +39.8% |
| 1Y | +30.8% | -99.9% | +130.7% | +44.9% |
| 3Y | +116.2% | -100.0% | +216.2% | +160.5% |
| 5Y | +67.7% | -100.0% | +167.7% | +107.2% |
| All | +406.3% | -100.0% | +506.2% | +677.0% |
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