+743.4%
AXTI vs ZCMD
-100.0%
+843.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.1% | +7.2% | +0.3% |
| 7D | +5.1% | -5.4% | +10.5% | +5.2% |
| 30D | -17.5% | -24.8% | +7.3% | -16.9% |
| 3M | -26.7% | -62.8% | +36.1% | -28.4% |
| 6M | +36.8% | -99.5% | +136.3% | +44.0% |
| YTD | +296.1% | -99.8% | +395.9% | +315.6% |
| 1Y | +1,810.6% | -99.9% | +1,910.5% | +1,908.0% |
| 3Y | +2,587.6% | -100.0% | +2,687.5% | +2,924.7% |
| All | +743.4% | -100.0% | +843.4% | +827.4% |
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