-99.9%
ZCMD vs ACM
-48.0%
-51.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.1% | +7.1% | +3.7% |
| 7D | -4.1% | -3.7% | -0.5% | -4.5% |
| 30D | -22.7% | -12.7% | -10.1% | -25.0% |
| 3M | -62.5% | -9.8% | -52.7% | -62.9% |
| 6M | -99.5% | -31.4% | -68.1% | -99.4% |
| YTD | -99.7% | -32.1% | -67.7% | -99.7% |
| All | -99.9% | -48.0% | -51.9% | -99.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling