-100.0%
ZCMD vs ACM
+4.8%
-104.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.5% |
| 7D | -1.4% | -0.3% | -1.1% | -1.4% |
| 30D | -21.6% | -12.9% | -8.7% | -21.9% |
| 3M | -67.4% | -6.4% | -61.0% | -67.4% |
| 6M | -99.4% | -29.2% | -70.2% | -99.4% |
| YTD | -99.7% | -29.9% | -69.8% | -99.7% |
| 1Y | -99.9% | -47.3% | -52.6% | -99.9% |
| 3Y | -100.0% | -19.6% | -80.4% | -100.0% |
| 5Y | -100.0% | +5.5% | -105.5% | -100.0% |
| All | -100.0% | +4.8% | -104.8% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling