-100.0%
ZCMD vs ALC
+23.1%
-123.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.2% | +3.5% | +1.7% |
| 7D | +1.4% | -6.3% | +7.6% | +2.4% |
| 30D | -29.9% | +12.6% | -42.5% | -31.5% |
| 3M | -54.9% | -3.8% | -51.0% | -54.7% |
| 6M | -99.7% | +16.8% | -116.5% | -99.7% |
| YTD | -99.9% | -7.6% | -92.2% | -99.9% |
| 1Y | -99.9% | -5.9% | -94.0% | -99.9% |
| 3Y | -100.0% | +0.6% | -100.6% | -100.0% |
| 5Y | -100.0% | -9.5% | -90.5% | -100.0% |
| All | -100.0% | +23.1% | -123.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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