+9.2%
AWK vs ZCMD
-100.0%
+109.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.0% | -4.0% | 0.0% |
| 7D | +0.6% | -4.1% | +4.7% | +0.6% |
| 30D | +4.3% | -22.7% | +27.0% | +4.3% |
| 3M | +12.5% | -62.5% | +75.0% | +12.8% |
| 6M | +3.3% | -99.5% | +102.8% | +4.8% |
| YTD | +9.8% | -99.7% | +109.5% | +11.7% |
| 1Y | +2.9% | -99.9% | +102.8% | +5.3% |
| All | +9.2% | -100.0% | +109.2% | +14.6% |
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 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