+176.9%
AXON vs ZCMD
-100.0%
+276.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -2.0% |
| 7D | -2.5% | -1.4% | -1.1% | -2.5% |
| 30D | -11.5% | -21.6% | +10.1% | -11.6% |
| 3M | +7.3% | -67.4% | +74.7% | +7.4% |
| 6M | -11.9% | -99.4% | +87.5% | -14.5% |
| YTD | -11.0% | -99.7% | +88.7% | -13.1% |
| 1Y | -31.8% | -99.9% | +68.1% | -33.4% |
| 3Y | +135.4% | -100.0% | +235.4% | +130.5% |
| 5Y | +176.9% | -100.0% | +276.8% | +178.1% |
| All | +176.9% | -100.0% | +276.9% | +178.1% |
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