-100.0%
ZCMD vs ACM
+38.2%
-138.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.4% | -3.7% |
| 7D | -8.0% | -3.7% | -4.3% | -7.5% |
| 30D | -27.9% | -11.1% | -16.8% | -26.9% |
| 3M | -74.6% | -8.0% | -66.6% | -74.4% |
| 6M | -99.5% | -29.7% | -69.8% | -99.4% |
| YTD | -99.7% | -29.4% | -70.4% | -99.7% |
| 1Y | -99.9% | -46.4% | -53.5% | -99.9% |
| 3Y | -100.0% | -22.3% | -77.6% | -100.0% |
| 5Y | -100.0% | +4.5% | -104.5% | -100.0% |
| All | -100.0% | +38.2% | -138.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling