+1,421.1%
AVGO vs ZCMD
-100.0%
+1,521.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.5% | +3.4% | +3.0% |
| 7D | -0.3% | -1.4% | +1.1% | -0.3% |
| 30D | -13.8% | -21.6% | +7.7% | -13.6% |
| 3M | -6.9% | -67.4% | +60.4% | -7.8% |
| 6M | +11.9% | -99.4% | +111.4% | +10.5% |
| YTD | +6.9% | -99.7% | +106.6% | +5.7% |
| 1Y | +7.4% | -99.9% | +107.3% | +6.3% |
| 3Y | +345.6% | -100.0% | +445.6% | +364.1% |
| 5Y | +718.9% | -100.0% | +818.9% | +752.4% |
| All | +1,421.1% | -100.0% | +1,521.1% | +1,830.0% |
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