+0.5%
AZN vs ZCMD
-99.9%
+100.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.8% | +2.5% | -1.3% |
| 7D | 0.0% | -8.0% | +8.0% | 0.0% |
| 30D | +0.7% | -27.9% | +28.6% | +0.7% |
| 3M | -10.5% | -74.6% | +64.1% | -9.5% |
| 6M | -19.3% | -99.5% | +80.2% | -16.7% |
| YTD | -10.6% | -99.7% | +89.2% | -6.5% |
| 1Y | +0.5% | -99.9% | +100.4% | +6.9% |
| All | +0.5% | -99.9% | +100.4% | +6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling