+678.6%
AU vs ZCMD
-100.0%
+778.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.1% | +7.6% | +0.6% |
| 7D | -4.3% | -5.4% | +1.2% | -4.2% |
| 30D | +7.3% | -24.8% | +32.1% | +7.7% |
| 3M | +26.3% | -62.8% | +89.1% | +25.6% |
| 6M | +1.8% | -99.5% | +101.3% | +3.8% |
| YTD | +26.8% | -99.8% | +126.6% | +29.7% |
| 1Y | +66.7% | -99.9% | +166.6% | +71.4% |
| 3Y | +579.1% | -100.0% | +679.1% | +598.6% |
| All | +678.6% | -100.0% | +778.6% | +759.4% |
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