+1,033.1%
ATI vs ZCMD
-100.0%
+1,133.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.7% | +6.7% | +3.0% |
| 7D | -0.1% | -8.0% | +7.9% | +0.1% |
| 30D | +2.7% | -27.9% | +30.6% | +3.0% |
| 3M | +16.3% | -74.6% | +90.9% | +15.6% |
| 6M | +30.2% | -99.5% | +129.6% | +38.1% |
| YTD | +83.6% | -99.7% | +183.3% | +98.6% |
| 1Y | +173.0% | -99.9% | +272.9% | +201.7% |
| 3Y | +356.6% | -100.0% | +456.6% | +451.3% |
| 5Y | +1,074.2% | -100.0% | +1,174.2% | +1,325.8% |
| All | +1,033.1% | -100.0% | +1,133.1% | +1,480.7% |
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