+1,025.5%
ATI vs ZCMD
-100.0%
+1,125.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.1% | +7.0% | -0.1% |
| 7D | -5.6% | -5.4% | -0.2% | -5.6% |
| 30D | -13.7% | -24.8% | +11.0% | -13.7% |
| 3M | -0.4% | -62.8% | +62.4% | -0.8% |
| 6M | +26.2% | -99.5% | +125.8% | +27.5% |
| YTD | +73.2% | -99.8% | +173.0% | +75.5% |
| 1Y | +161.6% | -99.9% | +261.5% | +166.8% |
| 3Y | +346.2% | -100.0% | +446.2% | +354.6% |
| All | +1,025.5% | -100.0% | +1,125.5% | +1,068.4% |
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 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