-99.9%
ZCMD vs ABCL
+201.0%
-300.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.1% | +5.4% | +0.5% |
| 7D | +1.4% | -2.7% | +4.0% | +0.8% |
| 30D | -29.9% | -5.4% | -24.4% | -30.8% |
| 3M | -54.9% | +22.4% | -77.3% | -50.9% |
| 6M | -99.7% | +127.6% | -227.3% | -99.5% |
| YTD | -99.9% | +249.4% | -349.3% | -99.8% |
| 1Y | -99.9% | +198.0% | -297.9% | -99.9% |
| All | -99.9% | +201.0% | -300.9% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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