-6.8%
AVTR vs ZCMD
-100.0%
+93.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.3% | +1.9% |
| 7D | +7.4% | -1.4% | +8.8% | +7.4% |
| 30D | +12.2% | -21.6% | +33.8% | +12.3% |
| 3M | +57.4% | -67.4% | +124.7% | +56.1% |
| 6M | +86.7% | -99.4% | +186.1% | +94.9% |
| YTD | +33.1% | -99.7% | +132.8% | +42.1% |
| 1Y | +16.1% | -99.9% | +116.0% | +26.4% |
| 3Y | -24.6% | -100.0% | +75.4% | -12.5% |
| 5Y | -63.5% | -100.0% | +36.5% | -57.7% |
| All | -6.8% | -100.0% | +93.2% | +37.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling