-99.9%
ZCMD vs ADVB
-97.4%
-2.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.5% | -1.0% | +1.5% |
| 7D | +9.1% | -1.2% | +10.3% | +9.3% |
| 30D | -37.1% | -61.4% | +24.3% | -16.7% |
| 3M | -53.7% | -67.8% | +14.1% | -38.9% |
| 6M | -99.7% | -66.9% | -32.8% | -99.6% |
| YTD | -99.9% | -64.9% | -35.0% | -99.8% |
| 1Y | -99.9% | -74.8% | -25.1% | -99.9% |
| All | -99.9% | -97.4% | -2.5% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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