+1,394.0%
AVGO vs ZCMD
-100.0%
+1,494.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.1% | +7.4% | +0.4% |
| 7D | +1.1% | -5.4% | +6.6% | +1.2% |
| 30D | -13.0% | -24.8% | +11.8% | -12.7% |
| 3M | -6.0% | -62.8% | +56.8% | -6.9% |
| 6M | +6.4% | -99.5% | +105.9% | +5.1% |
| YTD | +5.0% | -99.8% | +104.7% | +3.9% |
| 1Y | +1.4% | -99.9% | +101.3% | +0.4% |
| 3Y | +336.8% | -100.0% | +436.8% | +355.3% |
| 5Y | +698.2% | -100.0% | +798.2% | +733.1% |
| All | +1,394.0% | -100.0% | +1,494.0% | +1,796.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling