-100.0%
ZCMD vs ALC
-15.5%
-84.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | 0.0% |
| 7D | -1.4% | -3.7% | +2.3% | -0.5% |
| 30D | -21.6% | -3.7% | -17.8% | -21.0% |
| 3M | -67.4% | +4.6% | -71.9% | -68.4% |
| 6M | -99.4% | -14.6% | -84.8% | -99.4% |
| YTD | -99.7% | -11.9% | -87.9% | -99.7% |
| 1Y | -99.9% | -13.1% | -86.7% | -99.9% |
| 3Y | -100.0% | -15.0% | -85.0% | -100.0% |
| All | -100.0% | -15.5% | -84.5% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling