+1,334.8%
AVGO vs ZCMD
-100.0%
+1,434.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -3.2% | -1.5% | -4.7% |
| 7D | +18.2% | -7.7% | +25.8% | +18.3% |
| 30D | +0.2% | -34.8% | +35.0% | +0.8% |
| 3M | -16.8% | -56.3% | +39.5% | -16.0% |
| 6M | -16.5% | -99.7% | +83.2% | -16.8% |
| YTD | +0.8% | -99.9% | +100.7% | +0.5% |
| 1Y | +2.8% | -99.9% | +102.7% | +2.5% |
| 3Y | +278.5% | -100.0% | +378.5% | +293.8% |
| 5Y | +573.1% | -100.0% | +673.1% | +616.2% |
| All | +1,334.8% | -100.0% | +1,434.8% | +1,734.8% |
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