+20.2%
AWK vs ZCMD
-100.0%
+120.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | -0.2% |
| 7D | +2.2% | -1.4% | +3.6% | +2.2% |
| 30D | +4.4% | -21.6% | +26.0% | +4.5% |
| 3M | +15.4% | -67.4% | +82.7% | +15.5% |
| 6M | +3.5% | -99.4% | +103.0% | +5.2% |
| YTD | +9.8% | -99.7% | +109.5% | +12.1% |
| 1Y | +3.0% | -99.9% | +102.9% | +5.6% |
| 3Y | +9.7% | -100.0% | +109.6% | +13.6% |
| 5Y | -17.2% | -100.0% | +82.8% | -14.1% |
| All | +20.2% | -100.0% | +120.2% | +30.0% |
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