+178.6%
AZO vs ZCMD
-100.0%
+278.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.0% | +6.9% | -0.2% |
| 7D | -3.6% | -5.4% | +1.8% | -3.6% |
| 30D | -5.6% | -24.8% | +19.2% | -5.7% |
| 3M | -6.6% | -62.8% | +56.1% | -5.7% |
| 6M | -22.5% | -99.5% | +77.0% | -20.2% |
| YTD | -15.2% | -99.8% | +84.6% | -12.5% |
| 1Y | -33.9% | -99.9% | +66.0% | -31.8% |
| 3Y | +11.8% | -100.0% | +111.8% | +15.9% |
| 5Y | +85.5% | -100.0% | +185.5% | +92.3% |
| All | +178.6% | -100.0% | +278.6% | +193.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling