+179.0%
AZO vs ZCMD
-100.0%
+279.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -1.0% |
| 7D | -2.9% | -2.0% | -0.9% | -2.9% |
| 30D | -5.3% | -19.8% | +14.5% | -5.4% |
| 3M | -7.3% | -62.1% | +54.7% | -6.3% |
| 6M | -22.7% | -99.5% | +76.8% | -20.3% |
| YTD | -15.0% | -99.7% | +84.7% | -12.3% |
| 1Y | -32.2% | -99.9% | +67.6% | -30.0% |
| 3Y | +10.0% | -100.0% | +110.0% | +14.0% |
| 5Y | +85.8% | -100.0% | +185.8% | +92.7% |
| All | +179.0% | -100.0% | +279.0% | +193.9% |
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 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