+26.8%
AZN vs ZCMD
-100.0%
+126.8%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.1% | +7.4% | +0.3% |
| 7D | -1.6% | -5.4% | +3.9% | -1.6% |
| 30D | +1.1% | -24.8% | +25.8% | +1.1% |
| 3M | -12.1% | -62.8% | +50.7% | -11.7% |
| 6M | -17.1% | -99.5% | +82.4% | -15.7% |
| YTD | -12.0% | -99.8% | +87.8% | -10.2% |
| 1Y | -0.2% | -99.9% | +99.7% | +2.1% |
| 3Y | +26.8% | -100.0% | +126.8% | +34.6% |
| All | +26.8% | -100.0% | +126.8% | +34.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling