+548.6%
AXON vs ZCMD
-100.0%
+648.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.7% | -0.4% | -4.2% |
| 7D | -14.2% | -8.0% | -6.2% | -14.2% |
| 30D | -15.4% | -27.9% | +12.5% | -15.4% |
| 3M | +0.5% | -74.6% | +75.1% | +0.2% |
| 6M | -9.5% | -99.5% | +90.0% | -7.5% |
| YTD | -9.2% | -99.7% | +90.5% | -5.4% |
| 1Y | -29.4% | -99.9% | +70.5% | -25.2% |
| 3Y | +139.4% | -100.0% | +239.4% | +172.9% |
| 5Y | +178.9% | -100.0% | +278.9% | +221.4% |
| All | +548.6% | -100.0% | +648.6% | +843.7% |
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 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