+884.9%
ATI vs ZCMD
-100.0%
+984.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.2% | -0.5% | -3.7% |
| 7D | +4.2% | -7.7% | +11.8% | +4.3% |
| 30D | -2.5% | -34.8% | +32.3% | -2.0% |
| 3M | -19.4% | -56.3% | +36.9% | -18.7% |
| 6M | +11.1% | -99.7% | +110.8% | +18.6% |
| YTD | +59.5% | -99.9% | +159.4% | +73.9% |
| 1Y | +85.8% | -99.9% | +185.7% | +104.7% |
| 3Y | +311.9% | -100.0% | +411.9% | +394.7% |
| 5Y | +963.2% | -100.0% | +1,063.2% | +1,217.6% |
| All | +884.9% | -100.0% | +984.9% | +1,284.2% |
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