+86.5%
ATI vs ZCMD
-99.9%
+186.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | -0.7% |
| 7D | +8.3% | -13.3% | +21.7% | +8.3% |
| 30D | -7.3% | -49.6% | +42.4% | -7.3% |
| 3M | -10.5% | -54.6% | +44.1% | -10.5% |
| 6M | +16.4% | -99.8% | +116.1% | +17.4% |
| YTD | +56.1% | -99.9% | +155.9% | +56.1% |
| 1Y | +86.5% | -99.9% | +186.4% | +92.4% |
| All | +86.5% | -99.9% | +186.4% | +92.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling