+972.2%
ASX vs ZCMD
-100.0%
+1,072.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.7% | +3.9% | +0.3% |
| 7D | -0.7% | -8.0% | +7.3% | -0.6% |
| 30D | +2.0% | -27.9% | +29.9% | +2.4% |
| 3M | -1.3% | -74.6% | +73.2% | -2.0% |
| 6M | +71.4% | -99.5% | +170.9% | +70.4% |
| YTD | +135.3% | -99.7% | +235.1% | +133.7% |
| 1Y | +267.5% | -99.9% | +367.4% | +265.5% |
| 3Y | +388.5% | -100.0% | +488.5% | +412.7% |
| 5Y | +417.1% | -100.0% | +517.1% | +443.8% |
| All | +972.2% | -100.0% | +1,072.2% | +1,064.4% |
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