+1,885.9%
AXTI vs ZCMD
-100.0%
+1,985.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.0% | -4.9% | -1.1% |
| 7D | +21.0% | -4.1% | +25.1% | +21.2% |
| 30D | -6.6% | -22.7% | +16.1% | -5.8% |
| 3M | -12.1% | -62.5% | +50.4% | -15.2% |
| 6M | +78.7% | -99.5% | +178.2% | +103.4% |
| YTD | +321.5% | -99.7% | +421.2% | +391.0% |
| 1Y | +2,166.8% | -99.9% | +2,266.7% | +2,637.8% |
| 3Y | +2,807.6% | -100.0% | +2,907.6% | +4,020.2% |
| 5Y | +651.5% | -100.0% | +751.5% | +972.3% |
| All | +1,885.9% | -100.0% | +1,985.9% | +3,391.0% |
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