+280.5%
AXON vs ZCMD
-100.0%
+380.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.8% | +3.6% | -0.2% |
| 7D | -27.4% | -3.0% | -24.3% | -27.4% |
| 30D | -28.5% | -39.5% | +11.0% | -28.4% |
| 3M | -49.3% | -57.8% | +8.5% | -49.2% |
| 6M | -25.0% | -99.7% | +74.6% | -23.2% |
| YTD | -46.7% | -99.9% | +53.1% | -44.4% |
| 1Y | -48.3% | -99.9% | +51.6% | -45.6% |
| 3Y | +38.8% | -100.0% | +138.8% | +56.7% |
| 5Y | +77.7% | -100.0% | +177.7% | +107.4% |
| All | +280.5% | -100.0% | +380.5% | +454.0% |
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