+415.3%
ASX vs ZCMD
-100.0%
+515.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.8% | +4.7% | +6.4% |
| 7D | -19.9% | -4.4% | -15.5% | -19.9% |
| 30D | -30.9% | -43.0% | +12.1% | -30.4% |
| 3M | -15.1% | -54.9% | +39.8% | -14.4% |
| 6M | -6.5% | -99.8% | +93.3% | -9.8% |
| YTD | +98.4% | -99.9% | +198.3% | +90.2% |
| 1Y | +107.9% | -99.9% | +207.8% | +98.2% |
| 3Y | +325.3% | -100.0% | +425.3% | +313.5% |
| All | +415.3% | -100.0% | +515.3% | +402.1% |
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 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