-64.8%
AVTR vs ZCMD
-100.0%
+35.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.0% | -6.4% | -2.4% |
| 7D | +1.6% | -4.1% | +5.7% | +1.6% |
| 30D | +8.4% | -22.7% | +31.1% | +8.3% |
| 3M | +50.2% | -62.5% | +112.6% | +49.5% |
| 6M | +82.6% | -99.5% | +182.0% | +85.6% |
| YTD | +29.8% | -99.7% | +129.6% | +33.7% |
| 1Y | +16.0% | -99.9% | +115.9% | +20.6% |
| 3Y | -26.4% | -100.0% | +73.5% | -21.7% |
| All | -64.8% | -100.0% | +35.1% | -62.7% |
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 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