-100.0%
ZCMD vs ACM
+30.5%
-130.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.5% |
| 7D | -2.0% | -5.9% | +3.9% | -1.3% |
| 30D | -19.8% | -6.2% | -13.6% | -19.2% |
| 3M | -62.1% | -7.9% | -54.2% | -62.0% |
| 6M | -99.5% | -30.6% | -68.9% | -99.5% |
| YTD | -99.7% | -33.3% | -66.5% | -99.7% |
| 1Y | -99.9% | -49.2% | -50.7% | -99.9% |
| 3Y | -100.0% | -23.5% | -76.5% | -100.0% |
| 5Y | -100.0% | +0.9% | -100.9% | -100.0% |
| All | -100.0% | +30.5% | -130.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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