+949.2%
ATI vs ZCMD
-100.0%
+1,049.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.2% | -0.5% | -3.7% |
| 7D | +4.2% | -7.7% | +11.8% | +4.2% |
| 30D | -2.5% | -34.8% | +32.3% | -2.4% |
| 3M | -19.4% | -56.3% | +36.9% | -19.3% |
| 6M | +11.1% | -99.7% | +110.8% | +12.3% |
| YTD | +59.5% | -99.9% | +159.4% | +62.1% |
| 1Y | +85.8% | -99.9% | +185.7% | +89.3% |
| 3Y | +311.9% | -100.0% | +411.9% | +322.3% |
| All | +949.2% | -100.0% | +1,049.2% | +1,011.8% |
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