-16.5%
AVTR vs ZCMD
-100.0%
+83.5%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | -0.5% |
| 7D | +0.5% | -7.7% | +8.1% | +0.4% |
| 30D | -1.0% | -34.8% | +33.8% | -1.2% |
| 3M | +12.2% | -56.3% | +68.5% | +11.9% |
| 6M | +97.5% | -99.7% | +197.1% | +98.6% |
| YTD | +35.6% | -99.9% | +135.5% | +38.1% |
| 1Y | +32.8% | -99.9% | +132.7% | +35.8% |
| 3Y | -16.5% | -100.0% | +83.5% | -13.7% |
| All | -16.5% | -100.0% | +83.5% | -13.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling