-9.5%
AVTR vs ZCMD
-100.0%
+90.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.1% | +6.6% | -0.4% |
| 7D | -1.1% | -5.4% | +4.4% | -1.0% |
| 30D | +6.3% | -24.8% | +31.1% | +6.4% |
| 3M | +53.3% | -62.8% | +116.1% | +51.6% |
| 6M | +78.6% | -99.5% | +178.2% | +87.4% |
| YTD | +29.2% | -99.8% | +129.0% | +38.1% |
| 1Y | +13.8% | -99.9% | +113.7% | +24.3% |
| 3Y | -27.4% | -100.0% | +72.6% | -15.8% |
| 5Y | -65.0% | -100.0% | +35.0% | -59.4% |
| All | -9.5% | -100.0% | +90.5% | +33.7% |
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