-99.9%
ZCMD vs ADVB
-89.4%
-10.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -5.3% | +9.3% | +5.7% |
| 7D | -4.1% | -13.0% | +8.9% | +0.1% |
| 30D | -22.7% | +7.5% | -30.2% | -27.1% |
| 3M | -62.5% | +129.1% | -191.6% | -74.0% |
| 6M | -99.5% | +71.7% | -171.2% | -99.6% |
| YTD | -99.7% | +45.5% | -145.3% | -99.8% |
| 1Y | -99.9% | -2.7% | -97.1% | -99.9% |
| All | -99.9% | -89.4% | -10.5% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling