-36.1%
AVAV vs ZCMD
-99.5%
+63.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.7% | +2.0% | -1.8% |
| 7D | -2.2% | -8.0% | +5.8% | -2.3% |
| 30D | -13.9% | -27.9% | +14.0% | -14.3% |
| 3M | -29.2% | -74.6% | +45.3% | -29.5% |
| 6M | -36.1% | -99.5% | +63.3% | -50.9% |
| All | -36.1% | -99.5% | +63.3% | -50.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling