+17.8%
AVGO vs ZCMD
-99.9%
+117.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.8% | +4.0% | +0.3% |
| 7D | -3.0% | -8.0% | +5.1% | -2.8% |
| 30D | -14.4% | -27.9% | +13.5% | -14.0% |
| 3M | -14.4% | -74.6% | +60.2% | -15.9% |
| 6M | +13.1% | -99.5% | +112.6% | +7.3% |
| YTD | +3.8% | -99.7% | +103.5% | -2.1% |
| 1Y | +17.8% | -99.9% | +117.7% | +9.9% |
| All | +17.8% | -99.9% | +117.7% | +9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling