-100.0%
ZCMD vs ABCL
-39.4%
-60.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.4% | +7.4% | +3.8% |
| 7D | -4.1% | -2.7% | -1.4% | -4.3% |
| 30D | -22.7% | +18.3% | -41.0% | -21.6% |
| 3M | -62.5% | +108.5% | -171.0% | -60.8% |
| 6M | -99.5% | +213.9% | -313.4% | -99.4% |
| YTD | -99.7% | +223.1% | -322.8% | -99.7% |
| 1Y | -99.9% | +160.6% | -260.5% | -99.9% |
| 3Y | -100.0% | +104.3% | -204.2% | -100.0% |
| 5Y | -100.0% | -40.0% | -59.9% | -100.0% |
| All | -100.0% | -39.4% | -60.6% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling