+296.7%
AXON vs ZCMD
-100.0%
+396.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.4% | +2.9% | +4.3% |
| 7D | -25.6% | +1.4% | -27.0% | -25.6% |
| 30D | -23.9% | -29.9% | +6.0% | -23.9% |
| 3M | -50.4% | -54.9% | +4.4% | -50.4% |
| 6M | -20.0% | -99.7% | +79.6% | -18.2% |
| YTD | -44.5% | -99.9% | +55.4% | -42.1% |
| 1Y | -44.9% | -99.9% | +55.0% | -42.0% |
| 3Y | +44.7% | -100.0% | +144.7% | +63.3% |
| 5Y | +86.7% | -100.0% | +186.7% | +117.7% |
| All | +296.7% | -100.0% | +396.7% | +477.6% |
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