+35.1%
AVTR vs ZCMD
-99.9%
+135.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.0% | +3.4% | +0.4% |
| 7D | -6.2% | -13.3% | +7.1% | -6.4% |
| 30D | -1.0% | -49.6% | +48.6% | -1.7% |
| 3M | +14.4% | -54.6% | +69.0% | +13.7% |
| 6M | +95.9% | -99.8% | +195.6% | +91.0% |
| YTD | +36.6% | -99.9% | +136.4% | +36.5% |
| 1Y | +35.1% | -99.9% | +135.1% | +39.8% |
| All | +35.1% | -99.9% | +135.0% | +39.8% |
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 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