-30.2%
BA vs ZCMD
-100.0%
+69.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.7% | +4.6% | +0.9% |
| 7D | +1.2% | -8.0% | +9.2% | +1.3% |
| 30D | -11.6% | -27.9% | +16.2% | -11.2% |
| 3M | -2.4% | -74.6% | +72.2% | -3.3% |
| 6M | -6.6% | -99.5% | +92.8% | -2.1% |
| YTD | -2.2% | -99.7% | +97.5% | +4.5% |
| 1Y | -8.0% | -99.9% | +91.9% | +0.3% |
| 3Y | -5.0% | -100.0% | +95.0% | +15.7% |
| 5Y | -2.7% | -100.0% | +97.3% | +19.2% |
| All | -30.2% | -100.0% | +69.8% | +4.3% |
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