-59.6%
AVTR vs ZCMD
-100.0%
+40.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.1% |
| 3M | +12.2% | -56.3% | +68.5% | +12.1% |
| 6M | +97.5% | -99.7% | +197.1% | +100.7% |
| YTD | +35.6% | -99.9% | +135.5% | +39.9% |
| 1Y | +32.8% | -99.9% | +132.7% | +37.7% |
| 3Y | -16.5% | -100.0% | +83.5% | -10.8% |
| All | -59.6% | -100.0% | +40.4% | -56.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling