+35.7%
AVAV vs ZCMD
-100.0%
+135.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +2.6% | +10.0% | +12.6% |
| 7D | +3.2% | +9.1% | -5.9% | +3.2% |
| 30D | -7.4% | -37.1% | +29.7% | -7.8% |
| 3M | -32.0% | -53.7% | +21.7% | -32.4% |
| 6M | -24.6% | -99.7% | +75.1% | -27.1% |
| YTD | -47.5% | -99.9% | +52.3% | -49.0% |
| 1Y | -61.5% | -99.9% | +38.4% | -62.6% |
| 3Y | +5.5% | -100.0% | +105.5% | +2.9% |
| 5Y | +35.7% | -100.0% | +135.7% | +35.0% |
| All | +35.7% | -100.0% | +135.7% | +35.0% |
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