+516.3%
AXON vs ZCMD
-100.0%
+616.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +4.0% | -7.1% | -3.1% |
| 7D | -3.3% | -4.1% | +0.8% | -3.3% |
| 30D | -17.8% | -22.7% | +4.9% | -17.8% |
| 3M | +8.3% | -62.5% | +70.8% | +7.8% |
| 6M | -12.4% | -99.5% | +87.1% | -10.3% |
| YTD | -13.7% | -99.7% | +86.0% | -10.1% |
| 1Y | -33.1% | -99.9% | +66.8% | -28.9% |
| 3Y | +128.2% | -100.0% | +228.2% | +159.9% |
| 5Y | +170.5% | -100.0% | +270.5% | +210.1% |
| All | +516.3% | -100.0% | +616.3% | +796.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling