+143.4%
AVAV vs ZCMD
-100.0%
+243.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.7% | +2.0% | -1.7% |
| 7D | -2.2% | -8.0% | +5.8% | -2.2% |
| 30D | -13.9% | -27.9% | +14.0% | -13.9% |
| 3M | -29.2% | -74.6% | +45.3% | -28.8% |
| 6M | -36.1% | -99.5% | +63.3% | -35.3% |
| YTD | -40.2% | -99.7% | +59.5% | -38.3% |
| 1Y | -36.2% | -99.9% | +63.7% | -33.4% |
| 3Y | +47.5% | -100.0% | +147.5% | +64.7% |
| 5Y | +39.3% | -100.0% | +139.3% | +56.9% |
| All | +143.4% | -100.0% | +243.4% | +199.2% |
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